-43.1%
KHC vs BIDU
-48.5%
+5.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.7% | -0.9% |
| 7D | -1.8% | +2.4% | -4.2% | -1.9% |
| 30D | -1.9% | -10.5% | +8.6% | -1.3% |
| 3M | +14.4% | -26.2% | +40.6% | +16.4% |
| 6M | +8.7% | -16.4% | +25.1% | +9.5% |
| YTD | +7.8% | -23.9% | +31.6% | +8.9% |
| 1Y | -1.5% | +1.3% | -2.8% | -3.1% |
| 3Y | -9.9% | -32.1% | +22.2% | -9.6% |
| 5Y | -10.7% | -39.0% | +28.2% | -11.8% |
| 10Y | -55.7% | -44.0% | -11.7% | -59.9% |
| All | -43.1% | -48.5% | +5.3% | -50.6% |
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