-1.0%
BSX vs KHC
-14.2%
+13.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.1% |
| 7D | -7.0% | -4.8% | -2.3% | -6.5% |
| 30D | -10.9% | +0.3% | -11.2% | -10.9% |
| 3M | -8.2% | +6.7% | -14.9% | -8.9% |
| 6M | -37.5% | +4.2% | -41.6% | -37.8% |
| YTD | -52.8% | +6.7% | -59.6% | -53.3% |
| 1Y | -58.4% | -1.4% | -57.0% | -58.3% |
| 3Y | -16.5% | -11.8% | -4.8% | -16.2% |
| 5Y | -1.0% | -13.4% | +12.4% | -0.3% |
| All | -1.0% | -14.2% | +13.2% | -0.3% |
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