+424.9%
AXP vs KHC
-52.1%
+477.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.9% | -4.6% | +1.7% | -1.4% |
| 30D | +3.7% | +8.1% | -4.4% | +1.0% |
| 3M | -4.9% | 0.0% | -4.9% | -5.2% |
| 6M | +4.1% | +7.9% | -3.9% | +0.8% |
| YTD | -11.7% | +5.3% | -16.9% | -14.4% |
| 1Y | -11.7% | +5.1% | -16.8% | -14.4% |
| 3Y | +116.5% | -12.8% | +129.3% | +119.7% |
| 5Y | +89.5% | -16.2% | +105.7% | +91.8% |
| 10Y | +424.9% | -52.3% | +477.2% | +387.2% |
| All | +424.9% | -52.1% | +477.0% | +387.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling