-43.1%
KHC vs AME
+365.3%
-408.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | -1.9% | -6.7% | +4.8% | +0.3% |
| 3M | +14.4% | +4.1% | +10.3% | +12.1% |
| 6M | +8.7% | +1.6% | +7.1% | +7.0% |
| YTD | +7.8% | +16.1% | -8.4% | +0.7% |
| 1Y | -1.5% | +27.3% | -28.8% | -11.4% |
| 3Y | -9.9% | +50.9% | -60.7% | -26.1% |
| 5Y | -10.7% | +81.4% | -92.1% | -33.8% |
| 10Y | -55.7% | +417.0% | -472.7% | -79.3% |
| All | -43.1% | +365.3% | -408.5% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling