-54.1%
KHC vs BURL
+261.4%
-315.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -1.1% |
| 7D | -2.0% | +7.7% | -9.7% | -2.7% |
| 30D | +9.7% | -7.1% | +16.8% | +10.3% |
| 3M | -2.0% | -30.3% | +28.3% | +0.8% |
| 6M | +5.4% | -15.5% | +21.0% | +6.6% |
| YTD | +5.9% | -11.0% | +16.9% | +6.3% |
| 1Y | +7.5% | -8.4% | +15.9% | +7.4% |
| 3Y | -12.4% | +96.7% | -109.1% | -20.3% |
| 5Y | -15.8% | -14.1% | -1.8% | -17.1% |
| 10Y | -54.1% | +255.1% | -309.1% | -61.1% |
| All | -54.1% | +261.4% | -315.5% | -61.1% |
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