-54.1%
KHC vs AMBA
+12.8%
-66.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.0% | -1.0% |
| 7D | -2.0% | 0.0% | -2.0% | -2.1% |
| 30D | +9.7% | -8.6% | +18.2% | +10.0% |
| 3M | -2.0% | -29.0% | +27.0% | -0.8% |
| 6M | +5.4% | -19.2% | +24.6% | +5.4% |
| YTD | +5.9% | -13.0% | +18.9% | +5.1% |
| 1Y | +7.5% | -31.3% | +38.7% | +7.9% |
| 3Y | -12.4% | +28.1% | -40.6% | -17.4% |
| 5Y | -15.8% | -69.4% | +53.6% | -13.7% |
| 10Y | -54.1% | +7.6% | -61.7% | -63.7% |
| All | -54.1% | +12.8% | -66.9% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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