+391.1%
AXP vs KHC
-41.6%
+432.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.1% | -1.8% | -0.4% | -1.6% |
| 30D | -6.5% | -1.9% | -4.7% | -6.1% |
| 3M | +4.6% | +14.4% | -9.7% | -0.2% |
| 6M | +5.4% | +8.7% | -3.3% | +1.8% |
| YTD | -11.1% | +7.8% | -18.9% | -14.2% |
| 1Y | -0.3% | -1.5% | +1.2% | -1.0% |
| 3Y | +111.6% | -9.9% | +121.4% | +112.4% |
| 5Y | +117.6% | -10.7% | +128.3% | +115.7% |
| 10Y | +474.1% | -55.7% | +529.8% | +459.1% |
| All | +391.1% | -41.6% | +432.7% | +330.0% |
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