+172.8%
ABT vs KHC
-41.0%
+213.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.5% |
| 7D | -1.3% | +2.0% | -3.3% | -1.8% |
| 30D | +6.0% | +10.6% | -4.6% | +3.1% |
| 3M | -1.9% | +0.5% | -2.4% | -2.1% |
| 6M | +31.2% | +12.1% | +19.1% | +26.6% |
| YTD | -11.2% | +8.9% | -20.1% | -14.0% |
| 1Y | -14.0% | +7.5% | -21.4% | -16.3% |
| 3Y | +20.7% | -10.7% | +31.4% | +22.2% |
| 5Y | -6.7% | -13.2% | +6.5% | -5.9% |
| 10Y | +226.3% | -50.6% | +276.9% | +247.2% |
| All | +172.8% | -41.0% | +213.8% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling