-43.1%
KHC vs BAX
-19.9%
-23.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -1.8% | -1.1% | -0.6% | -1.5% |
| 30D | -1.9% | -5.5% | +3.6% | -0.4% |
| 3M | +14.4% | +33.5% | -19.1% | +5.8% |
| 6M | +8.7% | +35.9% | -27.1% | -0.5% |
| YTD | +7.8% | +35.4% | -27.6% | -2.1% |
| 1Y | -1.5% | +9.8% | -11.3% | -5.8% |
| 3Y | -9.9% | -32.7% | +22.9% | -3.6% |
| 5Y | -10.7% | -65.6% | +54.8% | +18.4% |
| 10Y | -55.7% | -34.9% | -20.8% | -54.8% |
| All | -43.1% | -19.9% | -23.3% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling