+1,587.5%
AMAT vs KHC
-55.7%
+1,643.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | -1.5% | -1.8% | +0.3% | -1.1% |
| 30D | -14.8% | -1.9% | -12.9% | -14.6% |
| 3M | -9.3% | +14.4% | -23.7% | -13.6% |
| 6M | +27.4% | +8.7% | +18.7% | +22.5% |
| YTD | +77.6% | +7.8% | +69.8% | +70.4% |
| 1Y | +188.9% | -1.5% | +190.5% | +184.3% |
| 3Y | +202.3% | -9.9% | +212.1% | +197.4% |
| 5Y | +248.9% | -10.7% | +259.6% | +234.0% |
| All | +1,587.5% | -55.7% | +1,643.2% | +1,689.9% |
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 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