-11.6%
AXP vs KHC
+5.9%
-17.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.2% |
| 7D | -0.6% | -1.1% | +0.5% | -0.5% |
| 30D | +5.0% | +8.8% | -3.9% | +4.7% |
| 3M | -4.2% | -1.2% | -3.0% | -4.2% |
| 6M | +2.9% | +4.6% | -1.7% | +3.0% |
| YTD | -11.6% | +5.1% | -16.7% | -11.4% |
| All | -11.6% | +5.9% | -17.5% | -11.5% |
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 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