-43.1%
KHC vs BP
+108.4%
-151.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.8% | +3.9% | -5.7% | -2.6% |
| 30D | -1.9% | +7.6% | -9.5% | -3.5% |
| 3M | +14.4% | +0.7% | +13.7% | +13.8% |
| 6M | +8.7% | +15.5% | -6.8% | +4.6% |
| YTD | +7.8% | +30.8% | -23.1% | +0.7% |
| 1Y | -1.5% | +34.3% | -35.8% | -8.7% |
| 3Y | -9.9% | +35.1% | -44.9% | -17.7% |
| 5Y | -10.7% | +126.8% | -137.6% | -30.4% |
| 10Y | -55.7% | +123.4% | -179.1% | -66.8% |
| All | -43.1% | +108.4% | -151.5% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling