-42.5%
KHC vs BDX
+139.6%
-182.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | +2.0% | +2.9% | -0.9% | +1.0% |
| 30D | +10.6% | +15.4% | -4.8% | +5.0% |
| 3M | +0.5% | +20.5% | -20.0% | -6.2% |
| 6M | +12.1% | +53.2% | -41.1% | -4.3% |
| YTD | +8.9% | +45.7% | -36.8% | -5.8% |
| 1Y | +7.5% | +47.3% | -39.8% | -7.5% |
| 3Y | -10.7% | +25.1% | -35.8% | -19.7% |
| 5Y | -13.2% | +27.4% | -40.6% | -23.8% |
| 10Y | -50.6% | +95.4% | -146.0% | -66.6% |
| All | -42.5% | +139.6% | -182.2% | -66.2% |
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