-43.1%
KHC vs AMBA
-36.3%
-6.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.8% | -11.0% | +9.2% | -1.3% |
| 30D | -1.9% | -23.2% | +21.3% | -0.7% |
| 3M | +14.4% | -12.7% | +27.1% | +14.3% |
| 6M | +8.7% | +11.2% | -2.5% | +6.8% |
| YTD | +7.8% | -11.2% | +19.0% | +7.0% |
| 1Y | -1.5% | -22.5% | +21.0% | -1.9% |
| 3Y | -9.9% | -1.3% | -8.5% | -13.3% |
| 5Y | -10.7% | -54.2% | +43.4% | -12.9% |
| 10Y | -55.7% | -6.1% | -49.6% | -63.3% |
| All | -43.1% | -36.3% | -6.9% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling