-13.5%
KHC vs BBY
+38.4%
-51.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -4.8% | +1.2% | -6.0% | -4.9% |
| 30D | +0.3% | +6.8% | -6.5% | -0.6% |
| 3M | +6.7% | +18.7% | -12.0% | +4.6% |
| 6M | +4.2% | +37.3% | -33.1% | +0.3% |
| YTD | +6.7% | +35.3% | -28.6% | +2.8% |
| 1Y | -1.4% | +20.7% | -22.1% | -4.0% |
| All | -13.5% | +38.4% | -51.9% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling