-52.3%
KHC vs BB
+31.7%
-83.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | 0.0% |
| 7D | -4.6% | +7.3% | -11.9% | -5.0% |
| 30D | +8.1% | +11.2% | -3.1% | +7.3% |
| 3M | 0.0% | +4.7% | -4.6% | -0.6% |
| 6M | +7.9% | +51.1% | -43.2% | +4.3% |
| YTD | +5.3% | +148.0% | -142.8% | -1.5% |
| 1Y | +5.1% | +106.1% | -101.0% | -0.7% |
| 3Y | -12.8% | +158.2% | -171.0% | -20.8% |
| 5Y | -16.2% | -10.8% | -5.4% | -18.8% |
| 10Y | -52.3% | +29.3% | -81.6% | -63.3% |
| All | -52.3% | +31.7% | -83.9% | -63.3% |
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