-13.4%
KHC vs BHP
+126.1%
-139.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -4.8% | +0.9% | -5.7% | -4.9% |
| 30D | +0.3% | +4.0% | -3.7% | -0.1% |
| 3M | +6.7% | +11.3% | -4.5% | +5.6% |
| 6M | +4.2% | +29.3% | -25.2% | +1.3% |
| YTD | +6.7% | +59.2% | -52.5% | +1.3% |
| 1Y | -1.4% | +80.8% | -82.3% | -7.9% |
| 3Y | -11.8% | +88.0% | -99.7% | -18.8% |
| 5Y | -13.4% | +126.6% | -140.0% | -21.8% |
| All | -13.4% | +126.1% | -139.4% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling