+30.7%
BMY vs KHC
-16.5%
+47.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.0% | -4.6% | +2.6% | -0.8% |
| 30D | +9.3% | +8.1% | +1.1% | +7.1% |
| 3M | -0.1% | 0.0% | -0.1% | -0.2% |
| 6M | +15.5% | +7.9% | +7.5% | +12.7% |
| YTD | +21.8% | +5.3% | +16.6% | +19.4% |
| 1Y | +34.9% | +5.1% | +29.8% | +32.2% |
| 3Y | +43.2% | -12.8% | +56.0% | +46.1% |
| 5Y | +30.7% | -16.2% | +46.9% | +33.3% |
| All | +30.7% | -16.5% | +47.3% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling