-42.5%
KHC vs AMCR
+39.4%
-81.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.0% | -2.4% | +4.4% | +2.7% |
| 30D | +10.6% | +3.6% | +7.0% | +9.5% |
| 3M | +0.5% | -4.2% | +4.7% | +1.7% |
| 6M | +12.1% | +15.5% | -3.5% | +7.5% |
| YTD | +8.9% | +9.7% | -0.8% | +5.3% |
| 1Y | +7.5% | +8.3% | -0.8% | +4.3% |
| 3Y | -10.7% | +15.4% | -26.1% | -15.7% |
| 5Y | -13.2% | -9.1% | -4.1% | -13.4% |
| 10Y | -50.6% | +18.6% | -69.2% | -56.7% |
| All | -42.5% | +39.4% | -81.9% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling