-13.6%
KHC vs BLK
+29.1%
-42.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.5% | -5.2% | +2.7% | -1.8% |
| 30D | +0.5% | -7.0% | +7.6% | +1.5% |
| 3M | +3.0% | +5.7% | -2.6% | +2.2% |
| 6M | +6.6% | +11.0% | -4.4% | +4.9% |
| YTD | +5.8% | +0.9% | +4.9% | +5.2% |
| 1Y | -2.2% | -1.6% | -0.6% | -2.5% |
| 3Y | -12.5% | +64.5% | -77.0% | -19.9% |
| 5Y | -13.6% | +30.9% | -44.4% | -18.8% |
| All | -13.6% | +29.1% | -42.7% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 5y: compounded portfolio wealth divided by compounded BLK 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…
5y analysis · Full analysis span regression · 6 months rolling