+113.3%
BSX vs KHC
-50.5%
+163.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.3% |
| 7D | +3.7% | +2.0% | +1.7% | +3.2% |
| 30D | +3.1% | +10.6% | -7.5% | +0.7% |
| 3M | -14.2% | +0.5% | -14.7% | -14.4% |
| 6M | -16.4% | +12.1% | -28.5% | -18.9% |
| YTD | -53.5% | +8.9% | -62.4% | -54.8% |
| 1Y | -57.8% | +7.5% | -65.3% | -58.8% |
| 3Y | -17.4% | -10.7% | -6.7% | -17.0% |
| 5Y | +5.4% | -13.2% | +18.6% | +5.6% |
| All | +113.3% | -50.5% | +163.8% | +111.6% |
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 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