-10.7%
KHC vs BIIB
-19.0%
+8.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.9% |
| 7D | -2.2% | -1.6% | -0.6% | -2.0% |
| 30D | -0.1% | +2.2% | -2.3% | -0.5% |
| 3M | +8.3% | +10.3% | -2.0% | +6.2% |
| 6M | +5.0% | +14.9% | -10.0% | +1.8% |
| YTD | +8.0% | +20.7% | -12.7% | +3.0% |
| 1Y | -1.1% | +50.3% | -51.4% | -11.4% |
| 3Y | -10.7% | -18.0% | +7.2% | -9.6% |
| All | -10.7% | -19.0% | +8.2% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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