+170.7%
ABT vs KHC
-41.6%
+212.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -3.7% | -1.8% | -1.9% | -3.2% |
| 30D | +2.5% | -1.9% | +4.4% | +2.9% |
| 3M | +20.2% | +14.4% | +5.8% | +15.6% |
| 6M | -2.9% | +8.7% | -11.6% | -5.6% |
| YTD | -11.9% | +7.8% | -19.7% | -14.3% |
| 1Y | -16.5% | -1.5% | -15.0% | -16.8% |
| 3Y | +12.1% | -9.9% | +22.0% | +13.2% |
| 5Y | -7.4% | -10.7% | +3.3% | -7.5% |
| 10Y | +210.7% | -55.7% | +266.4% | +246.8% |
| All | +170.7% | -41.6% | +212.2% | +163.0% |
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