-55.8%
KHC vs BURL
+215.5%
-271.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | -1.8% | -2.8% | +1.0% | -1.5% |
| 30D | -1.9% | -28.2% | +26.3% | +0.9% |
| 3M | +14.4% | -17.6% | +32.0% | +16.2% |
| 6M | +8.7% | -11.8% | +20.5% | +9.5% |
| YTD | +7.8% | -8.1% | +15.9% | +8.0% |
| 1Y | -1.5% | -12.0% | +10.4% | -1.2% |
| 3Y | -9.9% | +63.3% | -73.2% | -16.5% |
| 5Y | -10.7% | -10.8% | +0.1% | -12.4% |
| All | -55.8% | +215.5% | -271.2% | -62.5% |
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