-49.9%
KHC vs BR
+277.7%
-327.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +2.0% | +1.1% | +1.0% | +1.7% |
| 30D | +10.6% | +14.4% | -3.8% | +6.0% |
| 3M | +0.5% | +12.4% | -11.9% | -3.3% |
| 6M | +12.1% | +35.4% | -23.4% | +1.2% |
| YTD | +8.9% | -12.2% | +21.1% | +12.6% |
| 1Y | +7.5% | -12.7% | +20.2% | +11.4% |
| 3Y | -10.7% | +14.3% | -25.0% | -16.5% |
| 5Y | -13.2% | +19.3% | -32.4% | -21.3% |
| All | -49.9% | +277.7% | -327.6% | -72.3% |
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