+6,351.7%
AMD vs KHC
-53.9%
+6,405.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.8% | +13.8% | +11.4% |
| 7D | -11.0% | +1.1% | -12.2% | -11.2% |
| 30D | -30.5% | +12.0% | -42.4% | -31.9% |
| 3M | -8.2% | +0.2% | -8.4% | -8.6% |
| 6M | +6.6% | +10.3% | -3.8% | +3.5% |
| YTD | +109.7% | +6.7% | +102.9% | +104.1% |
| 1Y | +88.9% | +10.9% | +78.1% | +82.3% |
| 3Y | +301.8% | -12.6% | +314.5% | +302.7% |
| 5Y | +229.4% | -16.3% | +245.6% | +227.4% |
| All | +6,351.7% | -53.9% | +6,405.6% | +6,104.6% |
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