-12.4%
KHC vs BROS
+32.8%
-45.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.6% | -7.4% | -0.9% |
| 7D | -2.0% | -17.9% | +15.9% | -1.7% |
| 30D | +9.7% | -5.4% | +15.0% | +9.7% |
| 3M | -2.0% | -32.1% | +30.1% | -1.4% |
| 6M | +5.4% | -31.7% | +37.1% | +6.2% |
| YTD | +5.9% | -41.2% | +47.1% | +6.6% |
| 1Y | +7.5% | -32.6% | +40.1% | +8.3% |
| 3Y | -12.4% | +32.7% | -45.1% | -9.7% |
| All | -12.4% | +32.8% | -45.2% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling