+253.0%
AMGN vs KHC
-41.4%
+294.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 6M | +7.8% | +5.0% | +2.9% | +5.3% |
| YTD | +22.6% | +8.0% | +14.6% | +18.2% |
| 1Y | +44.2% | -1.1% | +45.3% | +43.2% |
| 3Y | +65.8% | -10.7% | +76.5% | +69.0% |
| 5Y | +108.0% | -13.5% | +121.5% | +111.6% |
| 10Y | +209.9% | -55.4% | +265.3% | +261.9% |
| All | +253.0% | -41.4% | +294.4% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling