-43.1%
KHC vs BB
-2.7%
-40.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | -5.6% | +3.9% | -1.4% |
| 30D | -1.9% | -11.8% | +9.9% | -1.2% |
| 3M | +14.4% | -25.5% | +39.9% | +15.8% |
| 6M | +8.7% | +121.3% | -112.5% | +2.3% |
| YTD | +7.8% | +103.2% | -95.4% | +1.9% |
| 1Y | -1.5% | +102.6% | -104.1% | -7.2% |
| 3Y | -9.9% | +37.5% | -47.4% | -14.8% |
| 5Y | -10.7% | -30.4% | +19.7% | -12.3% |
| 10Y | -55.7% | 0.0% | -55.7% | -65.6% |
| All | -43.1% | -2.7% | -40.5% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling