-53.0%
KHC vs BURL
+258.4%
-311.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | -0.2% |
| 7D | +5.9% | +3.5% | +2.5% | +5.6% |
| 30D | +14.9% | -9.3% | +24.2% | +15.8% |
| 3M | 0.0% | -32.1% | +32.1% | +3.1% |
| 6M | +16.2% | -19.8% | +36.0% | +18.0% |
| YTD | +9.8% | -13.2% | +23.0% | +10.5% |
| 1Y | +12.1% | -7.8% | +19.9% | +12.0% |
| 3Y | -10.1% | +89.3% | -99.4% | -17.9% |
| 5Y | -13.9% | -15.8% | +1.9% | -15.0% |
| All | -53.0% | +258.4% | -311.4% | -60.5% |
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