-25.7%
KHC vs BOXX
+18.5%
-44.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.3% |
| 30D | +1.9% | +0.3% | +1.6% | +0.2% |
| 3M | +3.2% | +1.0% | +2.1% | -2.7% |
| 6M | +10.0% | +1.9% | +8.0% | -1.2% |
| YTD | +6.7% | +2.7% | +4.0% | -7.8% |
| 1Y | -0.9% | +4.0% | -4.9% | -20.3% |
| 3Y | -13.6% | +14.7% | -28.2% | -55.2% |
| All | -25.7% | +18.5% | -44.2% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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