-13.5%
KHC vs AME
+85.0%
-98.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.2% | +2.8% | -5.0% | -2.5% |
| 30D | -0.1% | -6.3% | +6.2% | +0.5% |
| 3M | +8.3% | +5.4% | +3.0% | +7.3% |
| 6M | +5.0% | +7.4% | -2.5% | +3.6% |
| YTD | +8.0% | +16.2% | -8.2% | +5.1% |
| 1Y | -1.1% | +26.8% | -27.9% | -5.3% |
| 3Y | -10.7% | +57.5% | -68.2% | -19.3% |
| 5Y | -13.5% | +84.8% | -98.4% | -25.8% |
| All | -13.5% | +85.0% | -98.5% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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