+158.5%
AMGN vs KHC
-16.5%
+175.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.2% | -4.6% | +2.4% | -0.8% |
| 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% | +39.4% |
| YTD | +45.9% | +5.3% | +40.7% | +41.9% |
| 1Y | +42.1% | +5.1% | +37.0% | +38.2% |
| 3Y | +91.6% | -12.8% | +104.4% | +97.7% |
| 5Y | +158.5% | -16.2% | +174.7% | +165.0% |
| All | +158.5% | -16.5% | +175.1% | +165.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling