+245.8%
QCOM vs KHC
-52.1%
+297.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +2.0% | -4.6% | +6.6% | +3.0% |
| 30D | +1.2% | +8.1% | -6.9% | -1.0% |
| 3M | +9.1% | 0.0% | +9.1% | +8.7% |
| 6M | -25.0% | +7.9% | -32.9% | -27.2% |
| YTD | +4.8% | +5.3% | -0.4% | +2.0% |
| 1Y | +3.6% | +5.1% | -1.5% | +0.8% |
| 3Y | +51.5% | -12.8% | +64.3% | +52.7% |
| 5Y | +19.7% | -16.2% | +35.9% | +20.2% |
| 10Y | +245.8% | -52.3% | +298.1% | +231.1% |
| All | +245.8% | -52.1% | +297.9% | +231.1% |
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