-43.1%
KHC vs BDX
+101.8%
-145.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.1% |
| 7D | -1.8% | -2.5% | +0.8% | -0.9% |
| 30D | -1.9% | +8.3% | -10.1% | -4.8% |
| 3M | +14.4% | +24.4% | -10.0% | +5.5% |
| 6M | +8.7% | +9.2% | -0.5% | +4.8% |
| YTD | +7.8% | +22.7% | -14.9% | -0.7% |
| 1Y | -1.5% | +25.9% | -27.4% | -10.2% |
| 3Y | -9.9% | -10.5% | +0.6% | -8.4% |
| 5Y | -10.7% | +1.9% | -12.7% | -14.9% |
| 10Y | -55.7% | +58.7% | -114.4% | -67.4% |
| All | -43.1% | +101.8% | -145.0% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling