+178.6%
ABBV vs KHC
-13.2%
+191.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.3% | -2.2% | -2.1% | -3.8% |
| 30D | +1.1% | -0.1% | +1.2% | +1.1% |
| 3M | +12.3% | +8.3% | +4.0% | +10.0% |
| 6M | +9.8% | +5.0% | +4.8% | +8.2% |
| YTD | +11.5% | +8.0% | +3.5% | +8.7% |
| 1Y | +22.3% | -1.1% | +23.4% | +22.1% |
| 3Y | +85.2% | -10.7% | +95.9% | +88.1% |
| All | +178.6% | -13.2% | +191.8% | +183.2% |
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