-23.1%
BA vs KHC
-13.1%
-10.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | -0.1% | +5.9% | -6.0% | -1.0% |
| 30D | -9.1% | +14.9% | -24.1% | -11.1% |
| 3M | -28.2% | 0.0% | -28.2% | -28.2% |
| 6M | -23.1% | +16.2% | -39.3% | -25.1% |
| YTD | -20.6% | +9.8% | -30.4% | -22.0% |
| 1Y | -12.7% | +12.1% | -24.8% | -14.7% |
| 3Y | -11.6% | -10.1% | -1.5% | -12.0% |
| 5Y | -23.1% | -13.9% | -9.3% | -17.1% |
| All | -23.1% | -13.1% | -10.1% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling