+61.0%
BMY vs KHC
-54.5%
+115.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -6.4% | -2.5% | -3.9% | -5.8% |
| 30D | +0.2% | +0.5% | -0.3% | 0.0% |
| 3M | +16.0% | +3.0% | +12.9% | +14.9% |
| 6M | +8.3% | +6.6% | +1.7% | +6.3% |
| YTD | +22.2% | +5.8% | +16.4% | +19.9% |
| 1Y | +41.7% | -2.2% | +43.9% | +41.5% |
| 3Y | +20.7% | -12.5% | +33.3% | +22.7% |
| 5Y | +23.9% | -13.6% | +37.5% | +25.4% |
| All | +61.0% | -54.5% | +115.5% | +52.1% |
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