-44.0%
KHC vs BURL
+421.3%
-465.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.9% | -2.5% |
| 7D | -3.3% | -2.8% | -0.5% | -3.1% |
| 30D | -3.4% | -28.2% | +24.7% | -0.3% |
| 3M | +12.6% | -17.6% | +30.2% | +14.6% |
| 6M | +7.0% | -11.8% | +18.8% | +7.9% |
| YTD | +6.1% | -8.1% | +14.2% | +6.4% |
| 1Y | -3.1% | -12.0% | +8.9% | -2.7% |
| 3Y | -11.3% | +63.3% | -74.6% | -18.5% |
| 5Y | -12.1% | -10.8% | -1.3% | -14.3% |
| 10Y | -56.4% | +215.9% | -272.3% | -67.4% |
| All | -44.0% | +421.3% | -465.3% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling