-55.6%
KHC vs JBL
+1,558.3%
-1,614.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.2% | +0.3% |
| 7D | -1.0% | +2.4% | -3.4% | -1.3% |
| 30D | +1.9% | -13.1% | +15.0% | +3.4% |
| 3M | +3.2% | -15.6% | +18.8% | +4.8% |
| 6M | +10.0% | +24.6% | -14.6% | +5.2% |
| YTD | +6.7% | +39.6% | -32.9% | 0.0% |
| 1Y | -0.9% | +48.6% | -49.5% | -8.4% |
| 3Y | -13.6% | +197.3% | -210.8% | -32.0% |
| 5Y | -12.8% | +413.0% | -425.8% | -41.3% |
| All | -55.6% | +1,558.3% | -1,614.0% | -77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling