+12.1%
KHC vs BURL
-5.1%
+17.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | -0.4% |
| 7D | +5.9% | +3.5% | +2.5% | +5.8% |
| 30D | +14.9% | -9.3% | +24.2% | +14.8% |
| 3M | 0.0% | -32.1% | +32.1% | 0.0% |
| 6M | +16.2% | -19.8% | +36.0% | +16.7% |
| YTD | +9.8% | -13.2% | +23.0% | +10.5% |
| 1Y | +12.1% | -7.8% | +19.9% | +13.0% |
| All | +12.1% | -5.1% | +17.2% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling