-42.5%
KHC vs BBY
+378.4%
-420.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +1.9% | +2.5% |
| 7D | +2.0% | +4.5% | -2.4% | +1.2% |
| 30D | +10.6% | +16.8% | -6.2% | +7.6% |
| 3M | +0.5% | +23.2% | -22.7% | -3.2% |
| 6M | +12.1% | +91.9% | -79.9% | +0.1% |
| YTD | +8.9% | +61.6% | -52.7% | -0.3% |
| 1Y | +7.5% | +43.9% | -36.4% | +0.3% |
| 3Y | -10.7% | +88.6% | -99.4% | -22.7% |
| 5Y | -13.2% | -3.1% | -10.1% | -16.6% |
| 10Y | -50.6% | +290.2% | -340.8% | -63.1% |
| All | -42.5% | +378.4% | -420.9% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling