+1,798.8%
TSLA vs KHC
-41.6%
+1,840.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.7% |
| 7D | +1.5% | -1.8% | +3.3% | +1.9% |
| 30D | +10.1% | -1.9% | +12.0% | +10.6% |
| 3M | -15.4% | +14.4% | -29.8% | -18.7% |
| 6M | -12.8% | +8.7% | -21.5% | -15.3% |
| YTD | -21.3% | +7.8% | -29.0% | -23.6% |
| 1Y | +4.6% | -1.5% | +6.1% | +3.9% |
| 3Y | +44.5% | -9.9% | +54.4% | +44.9% |
| 5Y | +44.8% | -10.7% | +55.5% | +42.2% |
| 10Y | +2,585.4% | -55.7% | +2,641.1% | +3,098.5% |
| All | +1,798.8% | -41.6% | +1,840.3% | +1,896.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling