+24.3%
BMY vs KHC
-14.2%
+38.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -4.8% | -4.8% | 0.0% | -3.7% |
| 30D | -0.7% | +0.3% | -1.0% | -0.8% |
| 3M | +15.3% | +6.7% | +8.6% | +13.1% |
| 6M | +8.5% | +4.2% | +4.4% | +6.9% |
| YTD | +23.4% | +6.7% | +16.7% | +20.6% |
| 1Y | +42.9% | -1.4% | +44.3% | +42.5% |
| 3Y | +22.0% | -11.8% | +33.7% | +24.0% |
| 5Y | +24.3% | -13.4% | +37.7% | +27.1% |
| All | +24.3% | -14.2% | +38.5% | +27.1% |
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 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