+1,472.1%
AXTI vs KHC
-54.1%
+1,526.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | +5.1% | -1.0% | +6.1% | +5.1% |
| 30D | -17.5% | +1.9% | -19.3% | -17.5% |
| 3M | -26.7% | +3.2% | -29.9% | -27.3% |
| 6M | +36.8% | +10.0% | +26.8% | +34.3% |
| YTD | +296.1% | +6.7% | +289.5% | +289.9% |
| 1Y | +1,810.6% | -0.9% | +1,811.5% | +1,794.4% |
| 3Y | +2,587.6% | -13.6% | +2,601.1% | +2,586.4% |
| 5Y | +601.7% | -12.8% | +614.6% | +588.6% |
| All | +1,472.1% | -54.1% | +1,526.2% | +1,486.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling