-51.2%
KHC vs BAH
+197.5%
-248.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.3% | -3.2% | -0.1% | -2.7% |
| 30D | +9.1% | +19.5% | -10.4% | +5.1% |
| 3M | +1.4% | +11.1% | -9.7% | -1.0% |
| 6M | +8.4% | +16.3% | -8.0% | +4.3% |
| YTD | +6.2% | +4.8% | +1.4% | +3.4% |
| 1Y | +5.7% | +4.9% | +0.8% | +2.6% |
| 3Y | -12.0% | -27.0% | +15.0% | -10.4% |
| 5Y | -15.3% | +5.7% | -21.1% | -23.9% |
| All | -51.2% | +197.5% | -248.7% | -65.6% |
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