+242.6%
QCOM vs KHC
-50.5%
+293.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.2% |
| 7D | +4.3% | +2.0% | +2.2% | +3.7% |
| 30D | -0.1% | +10.6% | -10.7% | -2.8% |
| 3M | +5.2% | +0.5% | +4.7% | +4.7% |
| 6M | -18.4% | +12.1% | -30.4% | -21.4% |
| YTD | +2.4% | +8.9% | -6.5% | -1.1% |
| 1Y | +0.9% | +7.5% | -6.6% | -2.3% |
| 3Y | +48.4% | -10.7% | +59.1% | +48.9% |
| 5Y | +16.6% | -13.2% | +29.7% | +16.0% |
| All | +242.6% | -50.5% | +293.1% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling