-43.1%
KHC vs BHP
+375.7%
-418.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.8% | -2.9% | +1.1% | -1.2% |
| 30D | -1.9% | +3.4% | -5.2% | -2.6% |
| 3M | +14.4% | +4.1% | +10.3% | +13.0% |
| 6M | +8.7% | +20.6% | -11.9% | +3.9% |
| YTD | +7.8% | +56.1% | -48.3% | -2.6% |
| 1Y | -1.5% | +69.6% | -71.1% | -12.9% |
| 3Y | -9.9% | +78.8% | -88.7% | -22.3% |
| 5Y | -10.7% | +113.1% | -123.8% | -28.2% |
| 10Y | -55.7% | +505.9% | -561.6% | -72.6% |
| All | -43.1% | +375.7% | -418.8% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling