+390.8%
AXP vs KHC
-40.5%
+431.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +0.4% | +5.9% | -5.6% | -1.4% |
| 30D | +7.0% | +14.9% | -7.9% | +2.4% |
| 3M | -6.6% | 0.0% | -6.6% | -6.8% |
| 6M | +3.5% | +16.2% | -12.7% | -2.0% |
| YTD | -11.2% | +9.8% | -21.0% | -14.9% |
| 1Y | -10.2% | +12.1% | -22.2% | -14.6% |
| 3Y | +120.0% | -10.1% | +130.1% | +121.3% |
| 5Y | +95.6% | -13.9% | +109.4% | +96.6% |
| 10Y | +468.1% | -51.9% | +520.0% | +440.1% |
| All | +390.8% | -40.5% | +431.3% | +326.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling