+209.9%
BKNG vs KHC
-54.5%
+264.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -10.7% | -2.5% | -8.1% | -10.1% |
| 30D | -18.1% | +0.5% | -18.6% | -18.2% |
| 3M | +8.5% | +3.0% | +5.5% | +7.8% |
| 6M | -0.1% | +6.6% | -6.7% | -1.7% |
| YTD | -18.2% | +5.8% | -24.0% | -19.6% |
| 1Y | -19.9% | -2.2% | -17.6% | -19.8% |
| 3Y | +41.6% | -12.5% | +54.2% | +43.4% |
| 5Y | +93.1% | -13.6% | +106.7% | +93.2% |
| All | +209.9% | -54.5% | +264.4% | +203.1% |
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 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