+48.2%
TSLA vs KHC
-9.9%
+58.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +3.4% | -2.2% | +5.6% | +3.6% |
| 30D | +12.0% | -0.1% | +12.1% | +11.9% |
| 3M | -10.0% | +8.3% | -18.3% | -10.9% |
| 6M | -7.2% | +5.0% | -12.2% | -7.7% |
| YTD | -18.1% | +8.0% | -26.1% | -18.9% |
| 1Y | +6.3% | -1.1% | +7.4% | +7.0% |
| 3Y | +48.2% | -10.7% | +58.9% | +41.7% |
| All | +48.2% | -9.9% | +58.1% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling