+147.1%
AMAT vs KHC
-13.3%
+160.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -2.2% |
| 7D | +11.4% | +2.0% | +9.3% | +11.9% |
| 30D | -17.0% | +10.6% | -27.7% | -15.2% |
| 3M | -30.6% | +0.5% | -31.1% | -30.0% |
| 6M | -14.9% | +12.1% | -27.0% | -13.4% |
| YTD | +44.7% | +8.9% | +35.8% | +47.5% |
| 1Y | +66.9% | +7.5% | +59.4% | +70.1% |
| 3Y | +153.3% | -10.7% | +164.0% | +155.7% |
| All | +147.1% | -13.3% | +160.4% | +157.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling