+89.6%
AXP vs KHC
-16.5%
+106.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.7% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | +5.8% | +12.0% | -6.1% | +3.7% |
| 3M | -6.0% | +0.2% | -6.2% | -6.2% |
| 6M | +0.3% | +10.3% | -10.0% | -1.8% |
| YTD | -12.3% | +6.7% | -19.0% | -13.9% |
| 1Y | -11.2% | +10.9% | -22.1% | -13.6% |
| 3Y | +117.0% | -12.6% | +129.7% | +119.7% |
| All | +89.6% | -16.5% | +106.1% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling