+66.0%
AMAT vs KHC
+5.9%
+60.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.4% | -3.0% |
| 7D | +19.3% | -3.3% | +22.6% | +16.7% |
| 30D | -17.9% | +9.1% | -27.1% | -12.1% |
| 3M | -30.4% | +1.4% | -31.8% | -28.3% |
| 6M | -11.4% | +8.4% | -19.8% | -5.8% |
| YTD | +48.8% | +6.2% | +42.6% | +60.0% |
| 1Y | +66.0% | +5.7% | +60.3% | +78.0% |
| All | +66.0% | +5.9% | +60.1% | +78.0% |
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 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