-14.7%
TSLA vs KHC
+6.6%
-21.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.4% |
| 7D | -4.7% | -1.1% | -3.6% | -4.8% |
| 30D | -0.8% | +8.8% | -9.6% | 0.0% |
| 3M | +14.8% | -1.2% | +16.0% | +14.9% |
| 6M | -11.3% | +4.6% | -16.0% | -10.3% |
| YTD | -15.6% | +5.1% | -20.7% | -15.1% |
| 1Y | -14.7% | +6.2% | -20.9% | -13.1% |
| All | -14.7% | +6.6% | -21.3% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling