-13.5%
KHC vs AMCR
+8.5%
-22.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.4% |
| 7D | -4.8% | -6.3% | +1.5% | -3.0% |
| 30D | +0.3% | -7.1% | +7.4% | +2.4% |
| 3M | +6.7% | +12.7% | -6.0% | +3.4% |
| 6M | +4.2% | +5.2% | -1.0% | +2.5% |
| YTD | +6.7% | +8.1% | -1.3% | +4.0% |
| 1Y | -1.4% | +11.7% | -13.1% | -4.9% |
| All | -13.5% | +8.5% | -22.0% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling