+30.9%
QCOM vs KHC
-10.4%
+41.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +3.3% | -1.8% | +5.1% | +3.5% |
| 30D | +7.7% | -1.9% | +9.6% | +7.8% |
| 3M | -30.1% | +14.4% | -44.5% | -31.2% |
| 6M | +22.8% | +8.7% | +14.1% | +21.5% |
| YTD | +0.2% | +7.8% | -7.6% | -0.9% |
| 1Y | +7.9% | -1.5% | +9.4% | +8.0% |
| 3Y | +55.8% | -9.9% | +65.7% | +56.0% |
| All | +30.9% | -10.4% | +41.3% | +33.8% |
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 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