-52.4%
KHC vs BAX
-34.5%
-18.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -1.1% | +3.6% | -4.8% | -2.0% |
| 30D | +8.8% | +8.5% | +0.3% | +6.4% |
| 3M | -1.2% | -4.9% | +3.6% | -0.3% |
| 6M | +4.6% | +47.0% | -42.3% | -5.6% |
| YTD | +5.1% | +38.4% | -33.3% | -5.0% |
| 1Y | +6.2% | +49.1% | -42.9% | -6.0% |
| 3Y | -12.9% | -14.9% | +2.0% | -13.2% |
| 5Y | -16.8% | -63.1% | +46.3% | +7.2% |
| 10Y | -52.4% | -35.6% | -16.8% | -47.2% |
| All | -52.4% | -34.5% | -18.0% | -47.2% |
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