-44.5%
KHC vs BLDR
+395.5%
-440.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.2% |
| 7D | -4.6% | -10.3% | +5.7% | -3.3% |
| 30D | +8.1% | +19.6% | -11.5% | +5.4% |
| 3M | 0.0% | -17.0% | +17.0% | +2.1% |
| 6M | +7.9% | -16.7% | +24.7% | +9.6% |
| YTD | +5.3% | -39.4% | +44.7% | +10.6% |
| 1Y | +5.1% | -41.7% | +46.8% | +10.9% |
| 3Y | -12.8% | -49.9% | +37.1% | -8.8% |
| 5Y | -16.2% | -7.6% | -8.6% | -22.2% |
| 10Y | -52.3% | +502.3% | -554.6% | -67.3% |
| All | -44.5% | +395.5% | -440.0% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling