-49.9%
KHC vs BBWI
-47.4%
-2.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +10.6% | +12.9% | -2.3% | +9.4% |
| 3M | +0.5% | +16.0% | -15.5% | -1.1% |
| 6M | +12.1% | +16.6% | -4.6% | +10.0% |
| YTD | +8.9% | +9.7% | -0.8% | +6.9% |
| 1Y | +7.5% | +1.5% | +6.0% | +5.8% |
| 3Y | -10.7% | -21.4% | +10.6% | -12.0% |
| 5Y | -13.2% | -67.6% | +54.4% | -8.4% |
| All | -49.9% | -47.4% | -2.5% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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