+38.2%
BMY vs KHC
-41.0%
+79.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.2% |
| 7D | +2.1% | +2.0% | 0.0% | +1.6% |
| 30D | +7.0% | +10.6% | -3.6% | +4.5% |
| 3M | -0.9% | +0.5% | -1.4% | -1.1% |
| 6M | +14.9% | +12.1% | +2.9% | +11.5% |
| YTD | +22.8% | +8.9% | +13.9% | +19.6% |
| 1Y | +36.2% | +7.5% | +28.7% | +33.1% |
| 3Y | +45.7% | -10.7% | +56.4% | +47.5% |
| 5Y | +31.3% | -13.2% | +44.4% | +32.6% |
| 10Y | +60.6% | -50.6% | +111.2% | +65.4% |
| All | +38.2% | -41.0% | +79.1% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling