-13.4%
KHC vs JBL
+410.1%
-423.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -4.8% | +4.0% | -8.8% | -4.7% |
| 30D | +0.3% | -7.5% | +7.8% | +0.2% |
| 3M | +6.7% | -14.1% | +20.8% | +6.7% |
| 6M | +4.2% | +25.9% | -21.7% | +3.8% |
| YTD | +6.7% | +36.7% | -29.9% | +6.2% |
| 1Y | -1.4% | +49.0% | -50.4% | -2.0% |
| 3Y | -11.8% | +191.8% | -203.5% | -14.9% |
| 5Y | -13.4% | +409.8% | -423.1% | -20.5% |
| All | -13.4% | +410.1% | -423.5% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling