+428.4%
AXP vs KHC
-54.5%
+482.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | +5.0% | +8.8% | -3.9% | +2.0% |
| 3M | -4.2% | -1.2% | -3.0% | -4.2% |
| 6M | +2.9% | +4.6% | -1.7% | +0.7% |
| YTD | -11.6% | +5.1% | -16.7% | -14.3% |
| 1Y | -11.1% | +6.2% | -17.3% | -14.1% |
| 3Y | +116.7% | -12.9% | +129.6% | +120.0% |
| 5Y | +89.6% | -16.8% | +106.4% | +92.5% |
| 10Y | +428.4% | -52.4% | +480.8% | +390.4% |
| All | +428.4% | -54.5% | +482.9% | +390.4% |
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 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