-55.4%
KHC vs BAH
+182.5%
-237.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -2.2% | -4.3% | +2.1% | -1.3% |
| 30D | -0.1% | -4.5% | +4.4% | +0.8% |
| 3M | +8.3% | -7.6% | +15.9% | +9.8% |
| 6M | +5.0% | -10.6% | +15.6% | +6.7% |
| YTD | +8.0% | -12.6% | +20.6% | +9.4% |
| 1Y | -1.1% | -27.0% | +25.9% | +3.9% |
| 3Y | -10.7% | -31.5% | +20.8% | -8.7% |
| 5Y | -13.5% | -3.8% | -9.7% | -21.3% |
| 10Y | -55.4% | +183.9% | -239.3% | -67.6% |
| All | -55.4% | +182.5% | -237.9% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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