-54.1%
KHC vs BAH
+218.8%
-272.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -2.0% | -1.5% | -0.5% | -1.7% |
| 30D | +9.7% | +17.3% | -7.6% | +6.0% |
| 3M | -2.0% | +14.9% | -16.9% | -5.0% |
| 6M | +5.4% | +14.2% | -8.8% | +1.9% |
| YTD | +5.9% | +5.1% | +0.8% | +3.1% |
| 1Y | +7.5% | +2.1% | +5.4% | +5.0% |
| 3Y | -12.4% | -26.0% | +13.6% | -11.1% |
| 5Y | -15.8% | +9.0% | -24.8% | -25.1% |
| 10Y | -54.1% | +208.8% | -262.9% | -67.9% |
| All | -54.1% | +218.8% | -272.8% | -67.9% |
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