-15.3%
KHC vs AMT
-18.7%
+3.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.3% | -2.2% | -1.2% | -2.8% |
| 30D | +9.1% | +5.8% | +3.4% | +7.8% |
| 3M | +1.4% | +12.6% | -11.2% | -1.4% |
| 6M | +8.4% | +8.3% | 0.0% | +6.0% |
| YTD | +6.2% | +11.4% | -5.2% | +2.9% |
| 1Y | +5.7% | +7.7% | -2.0% | +3.2% |
| 3Y | -12.0% | +14.8% | -26.8% | -15.3% |
| 5Y | -15.3% | -18.0% | +2.6% | -13.0% |
| All | -15.3% | -18.7% | +3.3% | -13.0% |
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