-19.0%
KHC vs AMDL
+145.7%
-164.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.9% | -11.0% | +1.1% |
| 7D | -3.3% | +103.5% | -106.9% | -1.7% |
| 30D | +9.1% | -18.3% | +27.5% | +9.5% |
| 3M | +1.4% | +20.1% | -18.7% | +2.4% |
| 6M | +8.4% | +15.9% | -7.6% | +9.4% |
| YTD | +6.2% | +303.0% | -296.8% | +7.6% |
| 1Y | +5.7% | +164.0% | -158.3% | +7.2% |
| All | -19.0% | +145.7% | -164.7% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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