+147.1%
AMAT vs KHC
-15.4%
+162.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.8% | +12.1% | +11.2% |
| 7D | -1.1% | -2.0% | +1.0% | -1.4% |
| 30D | -26.9% | +9.7% | -36.6% | -25.5% |
| 3M | -31.2% | -2.0% | -29.2% | -30.9% |
| 6M | -14.7% | +5.4% | -20.1% | -13.7% |
| YTD | +44.7% | +5.9% | +38.8% | +46.7% |
| 1Y | +62.0% | +7.5% | +54.5% | +64.2% |
| 3Y | +165.0% | -12.4% | +177.4% | +165.9% |
| 5Y | +147.1% | -15.8% | +162.9% | +159.2% |
| All | +147.1% | -15.4% | +162.5% | +159.2% |
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 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