-54.3%
KHC vs BB
+2.1%
-56.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.1% |
| 7D | -4.8% | +1.8% | -6.6% | -4.9% |
| 30D | +0.3% | -12.2% | +12.5% | +1.0% |
| 3M | +6.7% | -12.3% | +19.0% | +7.0% |
| 6M | +4.2% | +122.7% | -118.5% | -1.7% |
| YTD | +6.7% | +104.5% | -97.7% | +1.2% |
| 1Y | -1.4% | +106.7% | -108.1% | -6.9% |
| 3Y | -11.8% | +70.0% | -81.7% | -17.6% |
| 5Y | -13.4% | -27.8% | +14.4% | -15.0% |
| 10Y | -54.3% | +2.4% | -56.6% | -64.8% |
| All | -54.3% | +2.1% | -56.4% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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