+81.5%
BSX vs KHC
-54.5%
+135.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | -8.2% | -2.5% | -5.7% | -7.6% |
| 30D | -15.8% | +0.5% | -16.3% | -15.9% |
| 3M | -10.8% | +3.0% | -13.9% | -11.6% |
| 6M | -38.4% | +6.6% | -45.0% | -39.6% |
| YTD | -54.8% | +5.8% | -60.6% | -55.7% |
| 1Y | -59.0% | -2.2% | -56.8% | -59.1% |
| 3Y | -20.0% | -12.5% | -7.4% | -19.2% |
| 5Y | -3.1% | -13.6% | +10.5% | -2.9% |
| All | +81.5% | -54.5% | +135.9% | +91.5% |
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