-13.5%
KHC vs BP
+131.3%
-144.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | 0.0% |
| 7D | -2.2% | +0.9% | -3.1% | -2.3% |
| 30D | -0.1% | +9.1% | -9.2% | -1.0% |
| 3M | +8.3% | +3.9% | +4.4% | +7.8% |
| 6M | +5.0% | +13.6% | -8.7% | +3.2% |
| YTD | +8.0% | +34.0% | -26.0% | +4.0% |
| 1Y | -1.1% | +39.2% | -40.3% | -5.3% |
| 3Y | -10.7% | +36.4% | -47.1% | -15.3% |
| 5Y | -13.5% | +135.8% | -149.3% | -24.6% |
| All | -13.5% | +131.3% | -144.8% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling