-43.7%
KHC vs BWA
+15.3%
-58.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.5% | -3.3% |
| 7D | +1.1% | -5.5% | +6.6% | +2.0% |
| 30D | +12.0% | -21.7% | +33.7% | +16.6% |
| 3M | +0.2% | -25.6% | +25.8% | +5.0% |
| 6M | +10.3% | -17.4% | +27.8% | +12.6% |
| YTD | +6.7% | +9.2% | -2.5% | +1.8% |
| 1Y | +10.9% | +9.7% | +1.1% | +5.5% |
| 3Y | -12.6% | +54.6% | -67.3% | -24.0% |
| 5Y | -16.3% | +26.8% | -43.0% | -26.0% |
| 10Y | -53.2% | +89.0% | -142.2% | -64.6% |
| All | -43.7% | +15.3% | -58.9% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling