-10.8%
KHC vs BROS
+10.5%
-21.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -3.9% | +2.5% |
| 7D | +2.0% | +6.3% | -4.3% | +1.9% |
| 30D | +10.6% | -8.3% | +19.0% | +10.7% |
| 3M | +0.5% | -29.8% | +30.3% | +1.0% |
| 6M | +12.1% | -25.8% | +37.9% | +12.6% |
| YTD | +8.9% | -41.4% | +50.3% | +9.6% |
| 1Y | +7.5% | -35.2% | +42.7% | +8.1% |
| 3Y | -10.7% | +32.8% | -43.5% | -11.2% |
| 5Y | -13.2% | -42.2% | +29.0% | -13.8% |
| All | -10.8% | +10.5% | -21.2% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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