-16.8%
KHC vs BURL
-14.7%
-2.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.7% |
| 7D | -1.1% | +5.9% | -7.0% | -1.3% |
| 30D | +8.8% | -8.3% | +17.2% | +9.0% |
| 3M | -1.2% | -31.6% | +30.4% | -0.4% |
| 6M | +4.6% | -16.6% | +21.3% | +5.0% |
| YTD | +5.1% | -12.1% | +17.2% | +5.3% |
| 1Y | +6.2% | -10.0% | +16.2% | +6.3% |
| 3Y | -12.9% | +94.3% | -107.2% | -15.1% |
| 5Y | -16.8% | -13.2% | -3.6% | -18.5% |
| All | -16.8% | -14.7% | -2.1% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling