-43.1%
KHC vs BR
+309.2%
-352.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.5% |
| 7D | -1.8% | -5.3% | +3.5% | 0.0% |
| 30D | -1.9% | +6.4% | -8.3% | -4.1% |
| 3M | +14.4% | +13.6% | +0.8% | +9.2% |
| 6M | +8.7% | -6.7% | +15.4% | +10.7% |
| YTD | +7.8% | -21.1% | +28.9% | +16.0% |
| 1Y | -1.5% | -29.6% | +28.0% | +10.4% |
| 3Y | -9.9% | -2.4% | -7.5% | -11.4% |
| 5Y | -10.7% | +11.2% | -22.0% | -18.4% |
| 10Y | -55.7% | +191.8% | -247.5% | -76.3% |
| All | -43.1% | +309.2% | -352.3% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling