+5.9%
ABT vs KHC
-12.1%
+18.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.6% |
| 7D | -5.9% | -1.0% | -4.9% | -5.7% |
| 30D | -8.1% | +1.9% | -10.0% | -8.5% |
| 3M | +14.5% | +3.2% | +11.3% | +13.7% |
| 6M | -6.3% | +10.0% | -16.3% | -8.2% |
| YTD | -17.1% | +6.7% | -23.8% | -18.3% |
| 1Y | -21.4% | -0.9% | -20.5% | -21.3% |
| 3Y | +5.9% | -13.6% | +19.5% | +5.9% |
| All | +5.9% | -12.1% | +18.0% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling