+199.6%
AMGN vs KHC
-54.5%
+254.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | -13.9% | -2.5% | -11.4% | -13.2% |
| 30D | -7.1% | +0.5% | -7.7% | -7.4% |
| 3M | +13.9% | +3.0% | +10.9% | +12.4% |
| 6M | +3.2% | +6.6% | -3.4% | +0.5% |
| YTD | +19.2% | +5.8% | +13.5% | +16.0% |
| 1Y | +41.1% | -2.2% | +43.4% | +40.7% |
| 3Y | +61.3% | -12.5% | +73.8% | +65.4% |
| 5Y | +109.1% | -13.6% | +122.6% | +112.8% |
| All | +199.6% | -54.5% | +254.0% | +206.0% |
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