-20.6%
BA vs KHC
-16.9%
-3.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | 0.0% | -1.1% | +1.2% | +0.2% |
| 30D | -8.9% | +8.8% | -17.8% | -10.1% |
| 3M | -25.5% | -1.2% | -24.3% | -25.4% |
| 6M | -27.0% | +4.6% | -31.6% | -27.7% |
| YTD | -20.1% | +5.1% | -25.3% | -21.1% |
| 1Y | -11.0% | +6.2% | -17.2% | -12.3% |
| 3Y | -11.8% | -12.9% | +1.1% | -11.9% |
| 5Y | -20.6% | -16.8% | -3.9% | -16.3% |
| All | -20.6% | -16.9% | -3.7% | -16.3% |
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