-55.6%
KHC vs AMCR
+14.6%
-70.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.4% |
| 7D | -1.0% | -6.3% | +5.3% | +1.0% |
| 30D | +1.9% | -7.8% | +9.7% | +4.5% |
| 3M | +3.2% | +7.5% | -4.3% | +0.9% |
| 6M | +10.0% | +2.7% | +7.3% | +8.4% |
| YTD | +6.7% | +6.0% | +0.7% | +3.8% |
| 1Y | -0.9% | +7.8% | -8.7% | -4.1% |
| 3Y | -13.6% | +5.8% | -19.3% | -16.9% |
| 5Y | -12.8% | -11.6% | -1.2% | -12.4% |
| All | -55.6% | +14.6% | -70.3% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling