-52.4%
KHC vs BWA
+95.2%
-147.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.8% |
| 30D | +8.8% | -17.7% | +26.5% | +12.3% |
| 3M | -1.2% | -27.0% | +25.8% | +3.8% |
| 6M | +4.6% | -17.3% | +22.0% | +6.7% |
| YTD | +5.1% | +12.9% | -7.7% | -0.4% |
| 1Y | +6.2% | +12.9% | -6.7% | +0.5% |
| 3Y | -12.9% | +62.1% | -75.0% | -25.1% |
| 5Y | -16.8% | +30.7% | -47.5% | -27.0% |
| 10Y | -52.4% | +89.2% | -141.6% | -63.3% |
| All | -52.4% | +95.2% | -147.7% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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