+200.6%
ABBV vs KHC
-16.9%
+217.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +2.8% | -1.1% | +3.9% | +3.0% |
| 30D | +7.0% | +8.8% | -1.9% | +4.7% |
| 3M | +19.2% | -1.2% | +20.5% | +19.3% |
| 6M | +47.8% | +4.6% | +43.1% | +45.5% |
| YTD | +32.5% | +5.1% | +27.3% | +29.8% |
| 1Y | +38.4% | +6.2% | +32.2% | +35.2% |
| 3Y | +134.3% | -12.9% | +147.2% | +139.2% |
| 5Y | +200.6% | -16.8% | +217.4% | +211.5% |
| All | +200.6% | -16.9% | +217.6% | +211.5% |
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