-54.3%
KHC vs BWA
+142.7%
-197.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +0.3% | -5.6% | +5.8% | +1.2% |
| 3M | +6.7% | -10.7% | +17.4% | +8.4% |
| 6M | +4.2% | +23.2% | -19.0% | -1.1% |
| YTD | +6.7% | +46.0% | -39.3% | -3.0% |
| 1Y | -1.4% | +51.2% | -52.6% | -11.3% |
| 3Y | -11.8% | +69.6% | -81.3% | -24.1% |
| 5Y | -13.4% | +86.6% | -99.9% | -29.3% |
| 10Y | -54.3% | +152.3% | -206.6% | -67.0% |
| All | -54.3% | +142.7% | -197.0% | -67.0% |
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