-19.0%
KHC vs BBAI
-70.8%
+51.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | -1.8% | -4.3% | +2.5% | -1.8% |
| 30D | -1.9% | -3.6% | +1.8% | -1.9% |
| 3M | +14.4% | -38.8% | +53.2% | +14.4% |
| 6M | +8.7% | -23.8% | +32.5% | +8.7% |
| YTD | +7.8% | -45.9% | +53.7% | +7.7% |
| 1Y | -1.5% | -40.8% | +39.3% | -1.5% |
| 3Y | -9.9% | +69.8% | -79.6% | -9.8% |
| 5Y | -10.7% | -70.3% | +59.6% | -8.9% |
| All | -19.0% | -70.8% | +51.8% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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