-10.7%
KHC vs BHP
+53.3%
-64.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +2.6% |
| 7D | +2.0% | -0.5% | +2.5% | +2.0% |
| 30D | +10.6% | -4.5% | +15.1% | +10.9% |
| 3M | +0.5% | -6.9% | +7.4% | +1.0% |
| 6M | +12.1% | -10.6% | +22.6% | +12.9% |
| YTD | +8.9% | +37.2% | -28.3% | +3.5% |
| 1Y | +7.5% | +48.0% | -40.5% | +0.9% |
| 3Y | -10.7% | +52.6% | -63.3% | -19.4% |
| All | -10.7% | +53.3% | -64.1% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 3y: compounded portfolio wealth divided by compounded BHP 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…
3y analysis · Full analysis span regression · 6 months rolling