-10.3%
KHC vs AMC
-99.4%
+89.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.7% |
| 7D | -1.8% | +2.3% | -4.1% | -1.8% |
| 30D | -1.9% | -0.7% | -1.1% | -1.9% |
| 3M | +14.4% | +35.2% | -20.8% | +14.0% |
| 6M | +8.7% | +124.6% | -115.9% | +7.9% |
| YTD | +7.8% | +69.9% | -62.1% | +7.1% |
| 1Y | -1.5% | -2.6% | +1.1% | -1.8% |
| 3Y | -9.9% | -79.8% | +69.9% | -9.8% |
| All | -10.3% | -99.4% | +89.1% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling