+44.1%
BMY vs KHC
-41.6%
+85.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +0.4% | -1.8% | +2.1% | +0.8% |
| 30D | +5.0% | -1.9% | +6.9% | +5.4% |
| 3M | +19.4% | +14.4% | +5.0% | +15.4% |
| 6M | +9.5% | +8.7% | +0.8% | +6.9% |
| YTD | +28.1% | +7.8% | +20.3% | +25.1% |
| 1Y | +50.0% | -1.5% | +51.5% | +49.5% |
| 3Y | +24.1% | -9.9% | +33.9% | +25.3% |
| 5Y | +25.0% | -10.7% | +35.7% | +25.5% |
| 10Y | +68.7% | -55.7% | +124.4% | +78.5% |
| All | +44.1% | -41.6% | +85.6% | +33.6% |
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