-44.5%
KHC vs BBWI
-53.6%
+9.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -4.6% | -7.7% | +3.1% | -3.9% |
| 30D | +8.1% | +24.8% | -16.6% | +5.9% |
| 3M | 0.0% | +16.2% | -16.2% | -1.6% |
| 6M | +7.9% | +15.8% | -7.9% | +5.9% |
| YTD | +5.3% | +11.4% | -6.2% | +3.1% |
| 1Y | +5.1% | +3.2% | +1.9% | +3.2% |
| 3Y | -12.8% | -23.5% | +10.7% | -13.9% |
| 5Y | -16.2% | -67.4% | +51.2% | -11.4% |
| 10Y | -52.3% | -46.0% | -6.3% | -57.4% |
| All | -44.5% | -53.6% | +9.2% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling