+407.0%
AXP vs KHC
-50.5%
+457.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | -0.1% | +2.0% | -2.2% | -0.8% |
| 30D | +4.4% | +10.6% | -6.2% | +1.0% |
| 3M | -6.4% | +0.5% | -6.9% | -6.8% |
| 6M | +4.2% | +12.1% | -7.9% | -0.4% |
| YTD | -12.4% | +8.9% | -21.3% | -16.0% |
| 1Y | -11.1% | +7.5% | -18.6% | -14.4% |
| 3Y | +114.9% | -10.7% | +125.6% | +116.6% |
| 5Y | +87.4% | -13.2% | +100.6% | +87.5% |
| All | +407.0% | -50.5% | +457.5% | +362.5% |
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