-43.7%
KHC vs AMT
+165.8%
-209.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -1.8% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +12.0% | +13.6% | -1.6% | +6.7% |
| 3M | +0.2% | +11.5% | -11.3% | -3.9% |
| 6M | +10.3% | +6.9% | +3.4% | +7.0% |
| YTD | +6.7% | +10.8% | -4.1% | +1.6% |
| 1Y | +10.9% | +10.3% | +0.5% | +5.7% |
| 3Y | -12.6% | +12.4% | -25.0% | -19.0% |
| 5Y | -16.3% | -20.1% | +3.8% | -12.7% |
| 10Y | -53.2% | +116.8% | -170.1% | -72.2% |
| All | -43.7% | +165.8% | -209.5% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling