-54.1%
KHC vs BP
+132.1%
-186.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -2.0% | -6.9% | +4.8% | -0.8% |
| 30D | +9.7% | -3.6% | +13.2% | +10.3% |
| 3M | -2.0% | +8.4% | -10.4% | -3.8% |
| 6M | +5.4% | +5.3% | +0.1% | +3.6% |
| YTD | +5.9% | +33.2% | -27.2% | -1.2% |
| 1Y | +7.5% | +28.2% | -20.7% | +0.9% |
| 3Y | -12.4% | +49.2% | -61.7% | -21.5% |
| 5Y | -15.8% | +102.9% | -118.7% | -31.7% |
| 10Y | -54.1% | +127.7% | -181.8% | -61.8% |
| All | -54.1% | +132.1% | -186.2% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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