+31.8%
BA vs KHC
-53.9%
+85.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.4% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | -7.9% | +12.0% | -19.9% | -11.3% |
| 3M | -25.3% | +0.2% | -25.5% | -25.6% |
| 6M | -24.6% | +10.3% | -34.9% | -27.5% |
| YTD | -20.1% | +6.7% | -26.9% | -22.7% |
| 1Y | -11.8% | +10.9% | -22.6% | -15.7% |
| 3Y | -10.1% | -12.6% | +2.5% | -9.1% |
| 5Y | -22.7% | -16.3% | -6.5% | -22.1% |
| All | +31.8% | -53.9% | +85.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling