+142.5%
SBUX vs KHC
-41.6%
+184.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -3.1% | -1.8% | -1.4% | -2.6% |
| 30D | -0.9% | -1.9% | +1.0% | -0.4% |
| 3M | +11.6% | +14.4% | -2.8% | +6.6% |
| 6M | +8.8% | +8.7% | +0.1% | +5.2% |
| YTD | +26.3% | +7.8% | +18.5% | +22.1% |
| 1Y | +23.1% | -1.5% | +24.6% | +22.5% |
| 3Y | +15.0% | -9.9% | +24.8% | +16.7% |
| 5Y | +0.4% | -10.7% | +11.1% | +0.9% |
| 10Y | +130.7% | -55.7% | +186.4% | +155.5% |
| All | +142.5% | -41.6% | +184.1% | +132.0% |
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