+478.2%
BX vs KHC
-41.6%
+519.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -4.4% | -1.8% | -2.6% | -3.8% |
| 30D | +0.1% | -1.9% | +2.0% | +0.6% |
| 3M | +16.0% | +14.4% | +1.6% | +10.1% |
| 6M | +21.6% | +8.7% | +12.9% | +17.1% |
| YTD | -8.9% | +7.8% | -16.7% | -12.4% |
| 1Y | -16.6% | -1.5% | -15.1% | -17.2% |
| 3Y | +43.3% | -9.9% | +53.2% | +43.8% |
| 5Y | +25.7% | -10.7% | +36.4% | +24.0% |
| 10Y | +689.5% | -55.7% | +745.2% | +787.3% |
| All | +478.2% | -41.6% | +519.8% | +426.0% |
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