-16.1%
KHC vs JBL
+306.0%
-322.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | +0.2% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | +8.1% | -17.0% | +25.1% | +7.8% |
| 3M | 0.0% | -27.4% | +27.4% | -0.5% |
| 6M | +7.9% | -29.1% | +37.0% | +7.6% |
| YTD | +5.3% | +13.6% | -8.4% | +4.5% |
| 1Y | +5.1% | +22.8% | -17.7% | +4.2% |
| 3Y | -12.8% | +103.0% | -115.8% | -15.3% |
| All | -16.1% | +306.0% | -322.1% | -22.7% |
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 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