-55.6%
KHC vs BLDR
+383.3%
-439.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.5% |
| 7D | -1.0% | -8.2% | +7.2% | +0.1% |
| 30D | +1.9% | -16.6% | +18.5% | +4.3% |
| 3M | +3.2% | -23.2% | +26.4% | +6.4% |
| 6M | +10.0% | -33.7% | +43.7% | +15.1% |
| YTD | +6.7% | -41.3% | +48.0% | +13.1% |
| 1Y | -0.9% | -58.8% | +57.9% | +9.9% |
| 3Y | -13.6% | -57.5% | +43.9% | -7.4% |
| 5Y | -12.8% | +12.9% | -25.7% | -22.4% |
| All | -55.6% | +383.3% | -439.0% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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