+92.0%
AMGN vs KHC
-12.8%
+104.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.2% | -4.6% | +2.4% | -0.7% |
| 30D | +12.1% | +8.1% | +4.0% | +9.4% |
| 3M | +13.6% | 0.0% | +13.6% | +13.3% |
| 6M | +43.9% | +7.9% | +36.0% | +39.1% |
| YTD | +45.9% | +5.3% | +40.7% | +41.7% |
| 1Y | +42.1% | +5.1% | +37.0% | +38.1% |
| All | +92.0% | -12.8% | +104.9% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling