-43.1%
KHC vs BIL
+25.3%
-68.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | +0.1% | -1.8% | -1.7% |
| 30D | -1.9% | +0.3% | -2.2% | -1.7% |
| 3M | +14.4% | +0.9% | +13.5% | +15.0% |
| 6M | +8.7% | +1.8% | +6.9% | +10.2% |
| YTD | +7.8% | +2.4% | +5.3% | +10.0% |
| 1Y | -1.5% | +3.7% | -5.2% | +2.0% |
| 3Y | -9.9% | +14.2% | -24.0% | +9.7% |
| 5Y | -10.7% | +19.4% | -30.1% | +19.3% |
| 10Y | -55.7% | +25.2% | -80.9% | -38.0% |
| All | -43.1% | +25.3% | -68.4% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling