+39.5%
BKNG vs KHC
-12.1%
+51.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -10.0% | -1.0% | -9.0% | -9.9% |
| 30D | -18.1% | +1.9% | -20.0% | -18.2% |
| 3M | +6.3% | +3.2% | +3.1% | +6.0% |
| 6M | +0.8% | +10.0% | -9.1% | +0.1% |
| YTD | -18.4% | +6.7% | -25.1% | -18.7% |
| 1Y | -20.4% | -0.9% | -19.5% | -20.2% |
| 3Y | +39.5% | -13.6% | +53.1% | +39.7% |
| All | +39.5% | -12.1% | +51.6% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling