+93.9%
QQQ vs KHC
-14.0%
+107.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -1.3% | -2.5% | +1.3% | -1.1% |
| 30D | -1.4% | +0.5% | -1.9% | -1.4% |
| 3M | +2.3% | +3.0% | -0.8% | +1.9% |
| 6M | +16.9% | +6.6% | +10.2% | +16.1% |
| YTD | +15.6% | +5.8% | +9.9% | +14.9% |
| 1Y | +22.6% | -2.2% | +24.8% | +22.8% |
| 3Y | +93.5% | -12.5% | +106.1% | +93.6% |
| 5Y | +93.9% | -13.6% | +107.5% | +99.3% |
| All | +93.9% | -14.0% | +107.9% | +99.3% |
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