+120.2%
AXP vs KHC
-13.1%
+133.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.1% | -2.0% | +0.9% | -0.8% |
| 30D | +5.2% | +9.7% | -4.4% | +3.9% |
| 3M | -4.6% | -2.0% | -2.6% | -4.4% |
| 6M | +3.2% | +5.4% | -2.2% | +2.3% |
| YTD | -11.3% | +5.9% | -17.3% | -12.3% |
| 1Y | -11.0% | +7.5% | -18.5% | -12.3% |
| 3Y | +120.2% | -12.4% | +132.6% | +130.3% |
| All | +120.2% | -13.1% | +133.3% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling