-54.3%
KHC vs BAX
-37.8%
-16.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -4.8% | -5.1% | +0.3% | -3.5% |
| 30D | +0.3% | -12.2% | +12.5% | +3.6% |
| 3M | +6.7% | +21.8% | -15.1% | +1.2% |
| 6M | +4.2% | +36.3% | -32.1% | -4.4% |
| YTD | +6.7% | +27.8% | -21.1% | -1.3% |
| 1Y | -1.4% | -0.1% | -1.4% | -3.2% |
| 3Y | -11.8% | -33.3% | +21.6% | -5.8% |
| 5Y | -13.4% | -67.1% | +53.7% | +15.6% |
| 10Y | -54.3% | -36.9% | -17.4% | -51.5% |
| All | -54.3% | -37.8% | -16.5% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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