-55.6%
KHC vs BBY
+252.7%
-308.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.3% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | +1.9% | +9.4% | -7.5% | +0.2% |
| 3M | +3.2% | +19.3% | -16.1% | 0.0% |
| 6M | +10.0% | +47.9% | -37.9% | +2.4% |
| YTD | +6.7% | +39.6% | -32.9% | +0.1% |
| 1Y | -0.9% | +22.2% | -23.1% | -5.1% |
| 3Y | -13.6% | +45.0% | -58.5% | -21.8% |
| 5Y | -12.8% | +2.6% | -15.4% | -17.8% |
| All | -55.6% | +252.7% | -308.3% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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