-43.1%
KHC vs BBWI
-58.4%
+15.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.9% |
| 7D | -1.8% | +1.5% | -3.3% | -1.9% |
| 30D | -1.9% | -5.2% | +3.3% | -1.5% |
| 3M | +14.4% | +11.1% | +3.3% | +13.0% |
| 6M | +8.7% | -13.4% | +22.1% | +9.4% |
| YTD | +7.8% | +0.1% | +7.7% | +6.8% |
| 1Y | -1.5% | -36.1% | +34.6% | +1.2% |
| 3Y | -9.9% | -44.1% | +34.2% | -8.2% |
| 5Y | -10.7% | -66.2% | +55.5% | -6.2% |
| 10Y | -55.7% | -54.8% | -0.9% | -59.4% |
| All | -43.1% | -58.4% | +15.2% | -47.9% |
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