+120.2%
BKR vs KHC
-54.1%
+174.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.9% |
| 7D | -7.0% | -1.0% | -6.0% | -6.7% |
| 30D | -8.1% | +1.9% | -10.0% | -8.8% |
| 3M | -6.6% | +3.2% | -9.8% | -8.3% |
| 6M | +0.9% | +10.0% | -9.1% | -3.6% |
| YTD | +31.1% | +6.7% | +24.4% | +26.2% |
| 1Y | +27.7% | -0.9% | +28.6% | +26.0% |
| 3Y | +71.2% | -13.6% | +84.8% | +74.0% |
| 5Y | +177.6% | -12.8% | +190.5% | +175.6% |
| All | +120.2% | -54.1% | +174.2% | +84.4% |
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 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