-52.3%
KHC vs AMBA
+7.9%
-60.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | 0.0% |
| 7D | -4.6% | +2.6% | -7.2% | -4.7% |
| 30D | +8.1% | -3.6% | +11.7% | +8.2% |
| 3M | 0.0% | -24.6% | +24.6% | +1.0% |
| 6M | +7.9% | -21.6% | +29.5% | +8.1% |
| YTD | +5.3% | -11.8% | +17.1% | +4.4% |
| 1Y | +5.1% | -33.2% | +38.3% | +5.7% |
| 3Y | -12.8% | +24.5% | -37.3% | -17.6% |
| 5Y | -16.2% | -67.7% | +51.5% | -14.5% |
| 10Y | -52.3% | +4.7% | -57.0% | -62.4% |
| All | -52.3% | +7.9% | -60.1% | -62.4% |
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