-44.5%
KHC vs BB
+15.5%
-60.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | -1.1% | +11.6% | -12.7% | -1.8% |
| 30D | +8.8% | +2.6% | +6.3% | +8.4% |
| 3M | -1.2% | +3.5% | -4.7% | -1.8% |
| 6M | +4.6% | +43.5% | -38.8% | +1.2% |
| YTD | +5.1% | +141.2% | -136.0% | -1.9% |
| 1Y | +6.2% | +97.4% | -91.2% | +0.3% |
| 3Y | -12.9% | +151.1% | -164.0% | -21.2% |
| 5Y | -16.8% | -12.8% | -4.0% | -19.5% |
| 10Y | -52.4% | +27.5% | -79.9% | -63.9% |
| All | -44.5% | +15.5% | -60.1% | -58.5% |
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