+209.7%
ABT vs KHC
-55.4%
+265.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -4.7% | -4.8% | 0.0% | -3.5% |
| 30D | -3.1% | +0.3% | -3.4% | -3.2% |
| 3M | +16.1% | +6.7% | +9.4% | +14.0% |
| 6M | -5.3% | +4.2% | -9.5% | -6.7% |
| YTD | -14.4% | +6.7% | -21.2% | -16.4% |
| 1Y | -18.4% | -1.4% | -17.0% | -18.7% |
| 3Y | +11.2% | -11.8% | +23.0% | +12.9% |
| 5Y | -9.4% | -13.4% | +4.0% | -8.5% |
| 10Y | +209.7% | -54.3% | +264.0% | +207.2% |
| All | +209.7% | -55.4% | +265.2% | +207.2% |
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 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