-51.2%
KHC vs BURL
+244.4%
-295.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | -3.3% | +0.4% | -3.8% | -3.4% |
| 30D | +9.1% | -4.3% | +13.5% | +9.5% |
| 3M | +1.4% | -28.8% | +30.2% | +4.1% |
| 6M | +8.4% | -12.8% | +21.2% | +9.2% |
| YTD | +6.2% | -12.8% | +19.0% | +6.8% |
| 1Y | +5.7% | -12.3% | +17.9% | +6.0% |
| 3Y | -12.0% | +92.7% | -104.7% | -19.8% |
| 5Y | -15.3% | -6.5% | -8.8% | -17.8% |
| All | -51.2% | +244.4% | -295.6% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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