-11.7%
KHC vs BROS
+43.3%
-55.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -1.8% | -6.7% | +4.9% | -1.7% |
| 30D | -1.9% | -29.1% | +27.2% | -1.4% |
| 3M | +14.4% | -16.7% | +31.1% | +14.7% |
| 6M | +8.7% | -11.6% | +20.3% | +8.9% |
| YTD | +7.8% | -23.9% | +31.7% | +8.1% |
| 1Y | -1.5% | -34.8% | +33.3% | -1.2% |
| 3Y | -9.9% | +62.1% | -71.9% | -10.7% |
| All | -11.7% | +43.3% | -55.0% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling