-13.5%
KHC vs BAX
-67.0%
+53.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.9% |
| 7D | -2.2% | -2.4% | +0.2% | -1.8% |
| 30D | -0.1% | -9.7% | +9.6% | +1.7% |
| 3M | +8.3% | +29.3% | -20.9% | +3.6% |
| 6M | +5.0% | +40.7% | -35.7% | -1.2% |
| YTD | +8.0% | +30.3% | -22.3% | +2.3% |
| 1Y | -1.1% | +3.4% | -4.5% | -2.7% |
| 3Y | -10.7% | -32.0% | +21.3% | -7.6% |
| 5Y | -13.5% | -66.9% | +53.3% | +2.4% |
| All | -13.5% | -67.0% | +53.5% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling