-13.6%
KHC vs BRO
-7.6%
-5.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.0% | -7.3% | +6.3% | +1.0% |
| 30D | +1.9% | -6.9% | +8.7% | +3.8% |
| 3M | +3.2% | +10.7% | -7.5% | +1.0% |
| 6M | +10.0% | -2.7% | +12.7% | +10.5% |
| YTD | +6.7% | -16.3% | +23.0% | +11.1% |
| 1Y | -0.9% | -29.1% | +28.2% | +7.4% |
| 3Y | -13.6% | -7.8% | -5.7% | -13.7% |
| All | -13.6% | -7.6% | -5.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling