+3,125.8%
TSLA vs KHC
-50.5%
+3,176.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.4% |
| 7D | +8.9% | +2.0% | +6.9% | +8.4% |
| 30D | +6.3% | +10.6% | -4.3% | +3.5% |
| 3M | +14.8% | +0.5% | +14.3% | +14.2% |
| 6M | -12.4% | +12.1% | -24.4% | -15.4% |
| YTD | -13.2% | +8.9% | -22.1% | -16.0% |
| 1Y | -2.9% | +7.5% | -10.4% | -5.8% |
| 3Y | +74.4% | -10.7% | +85.2% | +74.9% |
| 5Y | +13.3% | -13.2% | +26.4% | +12.3% |
| All | +3,125.8% | -50.5% | +3,176.3% | +3,426.2% |
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