-56.0%
KHC vs BR
+190.5%
-246.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.5% | -6.0% | +3.4% | -0.6% |
| 30D | +0.5% | -0.9% | +1.4% | +0.8% |
| 3M | +3.0% | +16.4% | -13.3% | -2.1% |
| 6M | +6.6% | -8.2% | +14.8% | +9.0% |
| YTD | +5.8% | -23.2% | +29.0% | +14.4% |
| 1Y | -2.2% | -30.9% | +28.7% | +9.6% |
| 3Y | -12.5% | -5.0% | -7.6% | -13.2% |
| 5Y | -13.6% | +8.8% | -22.4% | -19.9% |
| All | -56.0% | +190.5% | -246.5% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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