-13.5%
KHC vs BWA
+88.6%
-102.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | -2.2% | +4.3% | -6.5% | -2.5% |
| 30D | -0.1% | -2.9% | +2.8% | +0.1% |
| 3M | +8.3% | -12.4% | +20.8% | +9.4% |
| 6M | +5.0% | +28.6% | -23.6% | +2.0% |
| YTD | +8.0% | +48.2% | -40.2% | +2.8% |
| 1Y | -1.1% | +50.9% | -52.0% | -6.2% |
| 3Y | -10.7% | +72.2% | -82.9% | -17.9% |
| 5Y | -13.5% | +91.1% | -104.6% | -21.8% |
| All | -13.5% | +88.6% | -102.1% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling