+6,406.4%
AMD vs KHC
-55.7%
+6,462.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.8% |
| 7D | +2.6% | -1.8% | +4.3% | +2.8% |
| 30D | -0.9% | -1.9% | +0.9% | -0.7% |
| 3M | -8.7% | +14.4% | -23.1% | -11.9% |
| 6M | +136.3% | +8.7% | +127.6% | +130.3% |
| YTD | +123.0% | +7.8% | +115.2% | +117.1% |
| 1Y | +195.2% | -1.5% | +196.7% | +192.0% |
| 3Y | +336.3% | -9.9% | +346.2% | +334.4% |
| 5Y | +334.5% | -10.7% | +345.2% | +324.1% |
| All | +6,406.4% | -55.7% | +6,462.1% | +6,556.1% |
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