-55.6%
KHC vs BG
+166.7%
-222.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -1.0% | +3.1% | -4.1% | -1.7% |
| 30D | +1.9% | +10.2% | -8.3% | -0.4% |
| 3M | +3.2% | -1.7% | +4.9% | +3.2% |
| 6M | +10.0% | +1.0% | +9.0% | +8.9% |
| YTD | +6.7% | +39.9% | -33.2% | -2.4% |
| 1Y | -0.9% | +53.2% | -54.1% | -11.7% |
| 3Y | -13.6% | +16.3% | -29.8% | -18.8% |
| 5Y | -12.8% | +83.9% | -96.7% | -29.5% |
| All | -55.6% | +166.7% | -222.3% | -69.5% |
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