+2,973.5%
TSLA vs KHC
-54.5%
+3,027.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -4.7% | -1.1% | -3.6% | -4.5% |
| 30D | -0.8% | +8.8% | -9.6% | -3.0% |
| 3M | +14.8% | -1.2% | +16.0% | +14.6% |
| 6M | -11.3% | +4.6% | -16.0% | -13.1% |
| YTD | -15.6% | +5.1% | -20.7% | -17.6% |
| 1Y | -14.7% | +6.2% | -20.9% | -17.1% |
| 3Y | +76.9% | -12.9% | +89.8% | +78.3% |
| 5Y | +6.7% | -16.8% | +23.5% | +6.9% |
| 10Y | +2,973.5% | -52.4% | +3,025.9% | +3,300.2% |
| All | +2,973.5% | -54.5% | +3,027.9% | +3,300.2% |
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