+10.8%
TSLA vs KHC
-15.4%
+26.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.6% |
| 7D | -6.4% | -2.0% | -4.3% | -6.3% |
| 30D | -1.2% | +9.7% | -10.9% | -1.7% |
| 3M | +15.1% | -2.0% | +17.1% | +15.2% |
| 6M | -11.7% | +5.4% | -17.2% | -12.0% |
| YTD | -15.9% | +5.9% | -21.9% | -16.2% |
| 1Y | -12.0% | +7.5% | -19.4% | -12.4% |
| 3Y | +80.0% | -12.4% | +92.5% | +80.9% |
| 5Y | +10.8% | -15.8% | +26.7% | +21.0% |
| All | +10.8% | -15.4% | +26.2% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling