+602.8%
ABBV vs KHC
-51.7%
+654.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.4% |
| 7D | +2.2% | -3.3% | +5.5% | +3.0% |
| 30D | +8.0% | +9.1% | -1.2% | +5.4% |
| 3M | +19.1% | +1.4% | +17.7% | +18.4% |
| 6M | +43.5% | +8.4% | +35.2% | +39.8% |
| YTD | +32.7% | +6.2% | +26.6% | +29.4% |
| 1Y | +30.0% | +5.7% | +24.3% | +26.9% |
| 3Y | +134.7% | -12.0% | +146.8% | +138.6% |
| 5Y | +200.7% | -15.3% | +216.0% | +205.5% |
| All | +602.8% | -51.7% | +654.5% | +632.4% |
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