-12.9%
KHC vs AMC
-58.9%
+46.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.8% |
| 7D | -1.1% | +5.5% | -6.6% | -1.2% |
| 30D | +8.8% | +16.1% | -7.3% | +8.6% |
| 3M | -1.2% | +43.0% | -44.2% | -1.8% |
| 6M | +4.6% | +130.7% | -126.0% | +3.1% |
| YTD | +5.1% | +121.8% | -116.7% | +3.4% |
| 1Y | +6.2% | +40.7% | -34.4% | +5.1% |
| 3Y | -12.9% | -56.8% | +43.9% | -12.3% |
| All | -12.9% | -58.9% | +46.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling