+235.7%
AZN vs KHC
-42.1%
+277.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.7% |
| 7D | -2.9% | -4.8% | +1.9% | -1.9% |
| 30D | -3.1% | +0.3% | -3.4% | -3.2% |
| 3M | -14.4% | +6.7% | -21.2% | -16.0% |
| 6M | -19.5% | +4.2% | -23.7% | -20.7% |
| YTD | -13.8% | +6.7% | -20.5% | -15.6% |
| 1Y | -2.4% | -1.4% | -1.0% | -2.8% |
| 3Y | +21.3% | -11.8% | +33.0% | +22.7% |
| 5Y | +53.6% | -13.4% | +67.0% | +55.0% |
| 10Y | +220.1% | -54.3% | +274.4% | +255.5% |
| All | +235.7% | -42.1% | +277.8% | +227.9% |
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