-42.5%
KHC vs BIDU
-59.5%
+17.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +2.0% | -4.6% | +6.6% | +2.3% |
| 30D | +10.6% | -4.5% | +15.2% | +10.9% |
| 3M | +0.5% | -25.4% | +25.9% | +2.2% |
| 6M | +12.1% | -48.1% | +60.1% | +16.5% |
| YTD | +8.9% | -40.2% | +49.1% | +11.7% |
| 1Y | +7.5% | -35.2% | +42.7% | +9.5% |
| 3Y | -10.7% | -27.1% | +16.4% | -11.3% |
| 5Y | -13.2% | -54.2% | +41.0% | -12.1% |
| 10Y | -50.6% | -52.0% | +1.4% | -55.3% |
| All | -42.5% | -59.5% | +17.0% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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