+65.8%
AMGN vs KHC
-9.9%
+75.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +0.2% | -10.3% | -10.1% |
| 7D | -10.3% | -2.2% | -8.0% | -9.6% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | +14.4% | +8.3% | +6.0% | +10.8% |
| 6M | +7.8% | +5.0% | +2.9% | +5.5% |
| YTD | +22.6% | +8.0% | +14.6% | +18.3% |
| 1Y | +44.2% | -1.1% | +45.3% | +44.3% |
| 3Y | +65.8% | -10.7% | +76.5% | +70.7% |
| All | +65.8% | -9.9% | +75.7% | +70.7% |
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