-12.6%
KHC vs BP
+42.8%
-55.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | +1.1% | -11.6% | +12.7% | +2.0% |
| 30D | +12.0% | 0.0% | +11.9% | +11.8% |
| 3M | +0.2% | +6.7% | -6.6% | -0.5% |
| 6M | +10.3% | +2.2% | +8.2% | +9.9% |
| YTD | +6.7% | +33.0% | -26.2% | +2.5% |
| 1Y | +10.9% | +30.7% | -19.9% | +6.7% |
| 3Y | -12.6% | +44.2% | -56.8% | -18.6% |
| All | -12.6% | +42.8% | -55.4% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling