+318.1%
AMGN vs KHC
-41.0%
+359.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.1% |
| 7D | +1.1% | +2.0% | -0.9% | +0.5% |
| 30D | +9.3% | +10.6% | -1.3% | +5.6% |
| 3M | +12.1% | +0.5% | +11.6% | +11.6% |
| 6M | +40.3% | +12.1% | +28.2% | +34.0% |
| YTD | +45.2% | +8.9% | +36.3% | +39.3% |
| 1Y | +42.4% | +7.5% | +34.9% | +37.3% |
| 3Y | +91.0% | -10.7% | +101.8% | +94.6% |
| 5Y | +157.4% | -13.2% | +170.5% | +161.0% |
| 10Y | +321.0% | -50.6% | +371.6% | +368.7% |
| All | +318.1% | -41.0% | +359.0% | +306.4% |
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