-43.1%
KHC vs JBL
+1,526.6%
-1,569.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | -1.8% | +3.0% | -4.8% | -2.2% |
| 30D | -1.9% | -8.3% | +6.4% | -1.0% |
| 3M | +14.4% | -16.9% | +31.3% | +16.5% |
| 6M | +8.7% | +21.8% | -13.0% | +4.0% |
| YTD | +7.8% | +36.3% | -28.5% | +0.9% |
| 1Y | -1.5% | +49.5% | -51.0% | -9.6% |
| 3Y | -9.9% | +170.6% | -180.5% | -28.5% |
| 5Y | -10.7% | +408.4% | -419.1% | -40.6% |
| 10Y | -55.7% | +1,450.4% | -1,506.1% | -79.0% |
| All | -43.1% | +1,526.6% | -1,569.7% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling