+7,765.4%
AMD vs KHC
-50.5%
+7,815.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.6% | -11.3% | -9.1% |
| 7D | +18.9% | +2.0% | +16.9% | +18.6% |
| 30D | -6.4% | +10.6% | -17.1% | -8.0% |
| 3M | +10.6% | +0.5% | +10.1% | +10.1% |
| 6M | +19.9% | +12.1% | +7.8% | +16.3% |
| YTD | +149.4% | +8.9% | +140.5% | +142.3% |
| 1Y | +115.4% | +7.5% | +107.9% | +109.7% |
| 3Y | +357.3% | -10.7% | +368.0% | +356.9% |
| 5Y | +261.1% | -13.2% | +274.3% | +256.7% |
| All | +7,765.4% | -50.5% | +7,815.9% | +6,955.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling