+247.2%
AMAT vs KHC
-10.4%
+257.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.2% |
| 7D | -1.5% | -1.8% | +0.3% | -1.7% |
| 30D | -14.8% | -1.9% | -12.9% | -14.9% |
| 3M | -9.3% | +14.4% | -23.7% | -8.3% |
| 6M | +27.4% | +8.7% | +18.7% | +28.5% |
| YTD | +77.6% | +7.8% | +69.8% | +79.4% |
| 1Y | +188.9% | -1.5% | +190.5% | +192.1% |
| 3Y | +202.3% | -9.9% | +212.1% | +202.2% |
| All | +247.2% | -10.4% | +257.6% | +259.5% |
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 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