-54.3%
KHC vs BBWI
-58.2%
+4.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | -0.6% |
| 7D | -4.8% | -4.4% | -0.4% | -4.4% |
| 30D | +0.3% | -7.4% | +7.7% | +0.8% |
| 3M | +6.7% | -2.2% | +8.9% | +6.6% |
| 6M | +4.2% | -16.3% | +20.5% | +5.2% |
| YTD | +6.7% | -9.1% | +15.9% | +6.7% |
| 1Y | -1.4% | -34.5% | +33.1% | +0.9% |
| 3Y | -11.8% | -47.0% | +35.2% | -9.9% |
| 5Y | -13.4% | -68.8% | +55.5% | -8.6% |
| 10Y | -54.3% | -57.4% | +3.1% | -60.2% |
| All | -54.3% | -58.2% | +4.0% | -60.2% |
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