-49.9%
KHC vs JBL
+1,148.2%
-1,198.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.8% |
| 7D | +2.0% | +6.3% | -4.3% | +1.3% |
| 30D | +10.6% | -13.5% | +24.1% | +12.1% |
| 3M | +0.5% | -31.3% | +31.9% | +4.4% |
| 6M | +12.1% | -28.4% | +40.5% | +15.1% |
| YTD | +8.9% | +11.6% | -2.7% | +4.2% |
| 1Y | +7.5% | +26.1% | -18.6% | +0.8% |
| 3Y | -10.7% | +97.4% | -108.1% | -25.0% |
| 5Y | -13.2% | +301.0% | -314.2% | -39.9% |
| All | -49.9% | +1,148.2% | -1,198.1% | -73.9% |
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