-54.3%
KHC vs BURL
+252.7%
-307.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.7% |
| 7D | +1.1% | +4.1% | -3.0% | +0.8% |
| 30D | +12.0% | -9.5% | +21.4% | +12.9% |
| 3M | +0.2% | -33.5% | +33.7% | +3.5% |
| 6M | +10.3% | -22.1% | +32.4% | +12.3% |
| YTD | +6.7% | -14.6% | +21.3% | +7.5% |
| 1Y | +10.9% | -8.4% | +19.2% | +10.8% |
| 3Y | -12.6% | +86.6% | -99.2% | -20.1% |
| 5Y | -16.3% | -17.2% | +0.9% | -17.3% |
| All | -54.3% | +252.7% | -307.0% | -61.6% |
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