-18.4%
ABT vs KHC
-1.8%
-16.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -4.7% | -4.8% | 0.0% | -3.7% |
| 30D | -3.1% | +0.3% | -3.4% | -3.2% |
| 3M | +16.1% | +6.7% | +9.4% | +15.1% |
| 6M | -5.3% | +4.2% | -9.5% | -5.7% |
| YTD | -14.4% | +6.7% | -21.2% | -14.6% |
| 1Y | -18.4% | -1.4% | -17.0% | -17.1% |
| All | -18.4% | -1.8% | -16.6% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling