-43.0%
KHC vs BLK
+322.6%
-365.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -2.2% | -2.4% | +0.2% | -1.5% |
| 30D | -0.1% | -3.1% | +3.0% | +0.8% |
| 3M | +8.3% | +10.7% | -2.3% | +4.7% |
| 6M | +5.0% | +15.9% | -10.9% | -0.4% |
| YTD | +8.0% | +4.0% | +4.0% | +5.4% |
| 1Y | -1.1% | +1.3% | -2.4% | -2.9% |
| 3Y | -10.7% | +69.6% | -80.3% | -27.6% |
| 5Y | -13.5% | +33.8% | -47.3% | -25.2% |
| 10Y | -55.4% | +276.2% | -331.6% | -76.5% |
| All | -43.0% | +322.6% | -365.7% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling