-10.3%
KHC vs AMT
-31.6%
+21.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -1.8% | -0.2% | -1.5% | -1.7% |
| 30D | -1.9% | +4.6% | -6.5% | -2.9% |
| 3M | +14.4% | -8.4% | +22.8% | +16.5% |
| 6M | +8.7% | -6.0% | +14.7% | +9.8% |
| YTD | +7.8% | +2.1% | +5.7% | +6.7% |
| 1Y | -1.5% | -6.4% | +4.9% | -0.7% |
| 3Y | -9.9% | +8.1% | -17.9% | -11.9% |
| All | -10.3% | -31.6% | +21.3% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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