-49.9%
KHC vs BG
+111.0%
-160.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.2% |
| 7D | +2.0% | +2.6% | -0.5% | +1.4% |
| 30D | +10.6% | -6.7% | +17.3% | +12.3% |
| 3M | +0.5% | -9.3% | +9.8% | +2.5% |
| 6M | +12.1% | -18.3% | +30.4% | +16.6% |
| YTD | +8.9% | +16.2% | -7.3% | +3.7% |
| 1Y | +7.5% | +7.6% | -0.1% | +4.2% |
| 3Y | -10.7% | +6.6% | -17.3% | -14.8% |
| 5Y | -13.2% | +22.2% | -35.4% | -22.1% |
| All | -49.9% | +111.0% | -160.9% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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