-43.7%
KHC vs AME
+348.3%
-391.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.4% | -3.6% |
| 7D | +1.1% | -5.2% | +6.3% | +2.6% |
| 30D | +12.0% | -8.0% | +20.0% | +14.5% |
| 3M | +0.2% | -8.9% | +9.1% | +2.5% |
| 6M | +10.3% | -5.0% | +15.3% | +10.7% |
| YTD | +6.7% | +11.9% | -5.1% | +0.3% |
| 1Y | +10.9% | +16.6% | -5.8% | +2.4% |
| 3Y | -12.6% | +62.5% | -75.1% | -31.3% |
| 5Y | -16.3% | +67.6% | -83.9% | -36.2% |
| 10Y | -53.2% | +450.4% | -503.6% | -79.0% |
| All | -43.7% | +348.3% | -391.9% | -72.8% |
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 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