-43.0%
KHC vs AMCR
+41.1%
-84.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -2.2% | -1.8% | -0.4% | -1.7% |
| 30D | -0.1% | -6.0% | +5.9% | +1.7% |
| 3M | +8.3% | +18.9% | -10.6% | +3.2% |
| 6M | +5.0% | +5.7% | -0.7% | +2.8% |
| YTD | +8.0% | +11.1% | -3.1% | +4.1% |
| 1Y | -1.1% | +14.4% | -15.5% | -5.5% |
| 3Y | -10.7% | +13.0% | -23.7% | -15.3% |
| 5Y | -13.5% | -7.5% | -6.0% | -14.1% |
| 10Y | -55.4% | +20.1% | -75.5% | -61.0% |
| All | -43.0% | +41.1% | -84.1% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling