+254.0%
QCOM vs KHC
-55.5%
+309.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +3.3% | -1.8% | +5.1% | +3.8% |
| 30D | +7.7% | -1.9% | +9.6% | +8.1% |
| 3M | -30.1% | +14.4% | -44.5% | -32.9% |
| 6M | +22.8% | +8.7% | +14.1% | +19.2% |
| YTD | +0.2% | +7.8% | -7.6% | -2.8% |
| 1Y | +7.9% | -1.5% | +9.4% | +7.2% |
| 3Y | +55.8% | -9.9% | +65.7% | +56.0% |
| 5Y | +30.1% | -10.7% | +40.8% | +28.3% |
| All | +254.0% | -55.5% | +309.5% | +260.5% |
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