+423.1%
BX vs KHC
-42.9%
+466.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -2.8% | -4.6% | +1.8% | -1.2% |
| 30D | +7.3% | +8.1% | -0.8% | +4.5% |
| 3M | -16.3% | 0.0% | -16.3% | -16.3% |
| 6M | +2.5% | +7.9% | -5.4% | -0.7% |
| YTD | -17.6% | +5.3% | -22.8% | -20.0% |
| 1Y | -12.4% | +5.1% | -17.5% | -15.0% |
| 3Y | +36.2% | -12.8% | +49.0% | +38.5% |
| 5Y | +3.0% | -16.2% | +19.2% | +4.4% |
| 10Y | +680.0% | -52.3% | +732.3% | +733.8% |
| All | +423.1% | -42.9% | +466.0% | +380.0% |
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