+172.4%
BSX vs KHC
-41.6%
+213.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +2.0% | -1.8% | +3.8% | +2.5% |
| 30D | +0.1% | -1.9% | +2.0% | +0.5% |
| 3M | -2.1% | +14.4% | -16.5% | -5.7% |
| 6M | -33.8% | +8.7% | -42.5% | -35.6% |
| YTD | -49.9% | +7.8% | -57.6% | -51.3% |
| 1Y | -55.4% | -1.5% | -53.9% | -55.7% |
| 3Y | -10.9% | -9.9% | -1.0% | -10.7% |
| 5Y | +6.4% | -10.7% | +17.1% | +5.5% |
| 10Y | +97.0% | -55.7% | +152.7% | +127.5% |
| All | +172.4% | -41.6% | +213.9% | +170.8% |
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