-3.1%
KHC vs JBL
+52.3%
-55.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.8% | -2.1% |
| 7D | -3.3% | +3.0% | -6.3% | -2.9% |
| 30D | -3.4% | -8.3% | +4.8% | -4.2% |
| 3M | +12.6% | -16.9% | +29.5% | +11.6% |
| 6M | +7.0% | +21.8% | -14.8% | +8.1% |
| YTD | +6.1% | +36.3% | -30.2% | +7.5% |
| 1Y | -3.1% | +49.5% | -52.6% | -2.2% |
| All | -3.1% | +52.3% | -55.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling