-55.4%
KHC vs BIL
+25.3%
-80.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -0.1% | +0.3% | -0.4% | -0.2% |
| 3M | +8.3% | +0.9% | +7.4% | +8.1% |
| 6M | +5.0% | +1.8% | +3.1% | +4.9% |
| YTD | +8.0% | +2.5% | +5.5% | +8.3% |
| 1Y | -1.1% | +3.7% | -4.8% | -0.2% |
| 3Y | -10.7% | +14.1% | -24.8% | -0.3% |
| 5Y | -13.5% | +19.4% | -32.9% | +3.3% |
| 10Y | -55.4% | +25.3% | -80.7% | -49.5% |
| All | -55.4% | +25.3% | -80.7% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling