+56.4%
AZN vs KHC
-14.0%
+70.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | -3.1% | -2.5% | -0.6% | -2.6% |
| 30D | +0.6% | +0.5% | 0.0% | +0.3% |
| 3M | -10.8% | +3.0% | -13.8% | -11.7% |
| 6M | -18.1% | +6.6% | -24.8% | -19.8% |
| YTD | -12.3% | +5.8% | -18.1% | -14.1% |
| 1Y | -0.2% | -2.2% | +2.0% | -0.4% |
| 3Y | +23.4% | -12.5% | +35.9% | +25.0% |
| 5Y | +56.4% | -13.6% | +70.0% | +60.6% |
| All | +56.4% | -14.0% | +70.3% | +60.6% |
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 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