-43.0%
KHC vs BG
+95.7%
-138.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.8% |
| 7D | -2.2% | +2.4% | -4.6% | -2.7% |
| 30D | -0.1% | +15.0% | -15.1% | -3.2% |
| 3M | +8.3% | -0.7% | +9.0% | +8.1% |
| 6M | +5.0% | +7.5% | -2.5% | +2.5% |
| YTD | +8.0% | +41.6% | -33.6% | -1.1% |
| 1Y | -1.1% | +50.7% | -51.8% | -11.1% |
| 3Y | -10.7% | +20.3% | -31.0% | -16.6% |
| 5Y | -13.5% | +85.2% | -98.8% | -29.2% |
| 10Y | -55.4% | +160.6% | -216.0% | -69.0% |
| All | -43.0% | +95.7% | -138.7% | -58.1% |
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