+125.0%
SBUX vs KHC
-54.5%
+179.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -6.2% | -2.5% | -3.7% | -5.5% |
| 30D | -6.4% | +0.5% | -7.0% | -6.7% |
| 3M | +1.0% | +3.0% | -2.0% | -0.3% |
| 6M | -0.4% | +6.6% | -7.0% | -2.9% |
| YTD | +20.0% | +5.8% | +14.2% | +16.8% |
| 1Y | +22.8% | -2.2% | +25.0% | +22.4% |
| 3Y | +12.3% | -12.5% | +24.8% | +15.0% |
| 5Y | -6.4% | -13.6% | +7.2% | -4.9% |
| All | +125.0% | -54.5% | +179.5% | +125.0% |
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