-43.0%
KHC vs BBY
+306.4%
-349.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -2.2% | +8.1% | -10.3% | -3.5% |
| 30D | -0.1% | +8.9% | -9.0% | -1.6% |
| 3M | +8.3% | +22.0% | -13.7% | +4.7% |
| 6M | +5.0% | +37.8% | -32.9% | -0.9% |
| YTD | +8.0% | +37.3% | -29.3% | +1.8% |
| 1Y | -1.1% | +21.6% | -22.7% | -5.1% |
| 3Y | -10.7% | +41.5% | -52.2% | -18.6% |
| 5Y | -13.5% | +1.2% | -14.8% | -18.2% |
| 10Y | -55.4% | +237.8% | -293.2% | -65.8% |
| All | -43.0% | +306.4% | -349.4% | -56.8% |
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