-11.2%
AXP vs KHC
+9.0%
-20.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.0% |
| 7D | +0.6% | +1.1% | -0.5% | +0.5% |
| 30D | +5.8% | +12.0% | -6.1% | +5.3% |
| 3M | -6.0% | +0.2% | -6.2% | -6.1% |
| 6M | +0.3% | +10.3% | -10.0% | +0.7% |
| YTD | -12.3% | +6.7% | -19.0% | -12.1% |
| 1Y | -11.2% | +10.9% | -22.1% | -12.9% |
| All | -11.2% | +9.0% | -20.3% | -12.9% |
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