-10.9%
AXP vs KHC
+7.4%
-18.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.1% | -2.0% | +0.9% | -1.0% |
| 30D | +5.2% | +9.7% | -4.4% | +4.9% |
| 3M | -4.6% | -2.0% | -2.6% | -4.6% |
| 6M | +3.2% | +5.4% | -2.2% | +3.2% |
| YTD | -11.3% | +5.9% | -17.3% | -11.1% |
| All | -10.9% | +7.4% | -18.2% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling