+19.7%
QCOM vs KHC
-15.5%
+35.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.3% |
| 7D | +13.0% | -3.3% | +16.3% | +13.3% |
| 30D | +0.2% | +9.1% | -9.0% | -0.7% |
| 3M | +9.2% | +1.4% | +7.8% | +9.0% |
| 6M | -15.0% | +8.4% | -23.4% | -15.9% |
| YTD | +5.2% | +6.2% | -1.0% | +4.2% |
| 1Y | +2.4% | +5.7% | -3.3% | +1.4% |
| 3Y | +52.0% | -12.0% | +64.0% | +52.5% |
| 5Y | +19.7% | -15.3% | +35.1% | +27.4% |
| All | +19.7% | -15.5% | +35.3% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling