+242.8%
QCOM vs KHC
-54.5%
+297.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +5.5% | -1.1% | +6.7% | +5.8% |
| 30D | -1.1% | +8.8% | -10.0% | -3.4% |
| 3M | +7.6% | -1.2% | +8.8% | +7.5% |
| 6M | -20.1% | +4.6% | -24.7% | -21.8% |
| YTD | +3.0% | +5.1% | -2.1% | +0.3% |
| 1Y | +3.2% | +6.2% | -3.0% | +0.2% |
| 3Y | +48.9% | -12.9% | +61.8% | +50.2% |
| 5Y | +21.1% | -16.8% | +37.8% | +21.8% |
| 10Y | +242.8% | -52.4% | +295.2% | +228.8% |
| All | +242.8% | -54.5% | +297.2% | +228.8% |
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