+149.0%
SBUX vs KHC
-42.4%
+191.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | +1.0% | -3.3% | +4.4% | +2.1% |
| 30D | +16.6% | +9.1% | +7.4% | +13.4% |
| 3M | -0.6% | +1.4% | -2.0% | -1.3% |
| 6M | +1.8% | +8.4% | -6.5% | -1.3% |
| YTD | +29.7% | +6.2% | +23.5% | +25.8% |
| 1Y | +26.1% | +5.7% | +20.4% | +22.5% |
| 3Y | +10.3% | -12.0% | +22.3% | +12.7% |
| 5Y | +7.6% | -15.3% | +23.0% | +9.9% |
| 10Y | +146.7% | -51.8% | +198.6% | +162.3% |
| All | +149.0% | -42.4% | +191.4% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling