-43.7%
KHC vs BRKR
+176.0%
-219.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.0% | -8.7% | +7.7% | +0.3% |
| 30D | +1.9% | -9.9% | +11.7% | +3.3% |
| 3M | +3.2% | -3.1% | +6.3% | +2.5% |
| 6M | +10.0% | +45.5% | -35.5% | +1.2% |
| YTD | +6.7% | +13.7% | -7.0% | +1.8% |
| 1Y | -0.9% | +67.4% | -68.3% | -12.3% |
| 3Y | -13.6% | -13.2% | -0.3% | -17.2% |
| 5Y | -12.8% | -39.5% | +26.6% | -11.2% |
| 10Y | -54.3% | +153.5% | -207.8% | -69.2% |
| All | -43.7% | +176.0% | -219.7% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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