-42.5%
KHC vs BG
+60.6%
-103.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.2% |
| 7D | +2.0% | +2.6% | -0.5% | +1.5% |
| 30D | +10.6% | -6.7% | +17.3% | +12.2% |
| 3M | +0.5% | -9.3% | +9.8% | +2.4% |
| 6M | +12.1% | -18.3% | +30.4% | +16.4% |
| YTD | +8.9% | +16.2% | -7.3% | +4.0% |
| 1Y | +7.5% | +7.6% | -0.1% | +4.4% |
| 3Y | -10.7% | +6.6% | -17.3% | -14.6% |
| 5Y | -13.2% | +22.2% | -35.4% | -21.4% |
| 10Y | -50.6% | +112.0% | -162.6% | -64.1% |
| All | -42.5% | +60.6% | -103.1% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling