+132.8%
AMAT vs KHC
-10.2%
+143.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.5% | -13.1% | -13.7% |
| 7D | -24.3% | +5.9% | -30.2% | -22.8% |
| 30D | -39.8% | +14.9% | -54.7% | -37.1% |
| 3M | -40.2% | 0.0% | -40.2% | -39.4% |
| 6M | -22.1% | +16.2% | -38.3% | -19.3% |
| YTD | +24.7% | +9.8% | +14.9% | +29.1% |
| 1Y | +33.3% | +12.1% | +21.2% | +38.0% |
| All | +132.8% | -10.2% | +143.1% | +131.5% |
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