+142.7%
AMAT vs KHC
-12.7%
+155.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +3.3% |
| 7D | -14.7% | +1.1% | -15.8% | -14.3% |
| 30D | -36.1% | +12.0% | -48.1% | -33.7% |
| 3M | -36.9% | +0.2% | -37.0% | -36.1% |
| 6M | -22.2% | +10.3% | -32.5% | -20.2% |
| YTD | +29.9% | +6.7% | +23.2% | +33.4% |
| 1Y | +43.3% | +10.9% | +32.4% | +47.1% |
| 3Y | +142.7% | -12.6% | +155.3% | +139.2% |
| All | +142.7% | -12.7% | +155.4% | +139.2% |
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