-55.6%
KHC vs BDX
+59.3%
-114.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -1.0% | -3.2% | +2.2% | +0.1% |
| 30D | +1.9% | -2.5% | +4.4% | +2.7% |
| 3M | +3.2% | +21.4% | -18.2% | -3.5% |
| 6M | +10.0% | +10.4% | -0.4% | +5.9% |
| YTD | +6.7% | +18.8% | -12.1% | -0.1% |
| 1Y | -0.9% | +21.7% | -22.6% | -8.1% |
| 3Y | -13.6% | -10.0% | -3.6% | -12.6% |
| 5Y | -12.8% | -1.8% | -11.0% | -15.6% |
| All | -55.6% | +59.3% | -114.9% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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