+5.7%
KHC vs BAH
+2.3%
+3.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -3.3% | -3.2% | -0.1% | -2.9% |
| 30D | +9.1% | +19.5% | -10.4% | +6.9% |
| 3M | +1.4% | +11.1% | -9.7% | 0.0% |
| 6M | +8.4% | +16.3% | -8.0% | +5.8% |
| YTD | +6.2% | +4.8% | +1.4% | +3.3% |
| 1Y | +5.7% | +4.9% | +0.8% | +2.5% |
| All | +5.7% | +2.3% | +3.4% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling