+38.6%
BA vs KHC
-40.5%
+79.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | -0.1% | +5.9% | -6.0% | -2.0% |
| 30D | -9.1% | +14.9% | -24.1% | -13.3% |
| 3M | -28.2% | 0.0% | -28.2% | -28.4% |
| 6M | -23.1% | +16.2% | -39.3% | -27.5% |
| YTD | -20.6% | +9.8% | -30.4% | -23.9% |
| 1Y | -12.7% | +12.1% | -24.8% | -17.1% |
| 3Y | -11.6% | -10.1% | -1.5% | -11.4% |
| 5Y | -23.1% | -13.9% | -9.3% | -23.2% |
| 10Y | +34.4% | -51.9% | +86.2% | +38.4% |
| All | +38.6% | -40.5% | +79.1% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling