-26.4%
BA vs KHC
-13.3%
-13.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | -1.1% | +2.0% | -3.1% | -1.4% |
| 30D | -7.1% | +10.6% | -17.7% | -8.6% |
| 3M | -25.5% | +0.5% | -26.1% | -25.6% |
| 6M | -28.7% | +12.1% | -40.8% | -30.2% |
| YTD | -21.0% | +8.9% | -29.9% | -22.4% |
| 1Y | -11.9% | +7.5% | -19.3% | -13.2% |
| 3Y | -16.2% | -10.7% | -5.4% | -16.5% |
| All | -26.4% | -13.3% | -13.1% | -24.4% |
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