-10.1%
KHC vs BP
+33.3%
-43.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.8% | +3.9% | -5.7% | -2.1% |
| 30D | -1.9% | +7.6% | -9.5% | -2.5% |
| 3M | +14.4% | +0.7% | +13.7% | +14.3% |
| 6M | +8.7% | +15.5% | -6.8% | +6.5% |
| YTD | +7.8% | +30.8% | -23.1% | +3.8% |
| 1Y | -1.5% | +34.3% | -35.8% | -5.6% |
| All | -10.1% | +33.3% | -43.5% | -15.7% |
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