-44.5%
KHC vs JBL
+1,255.9%
-1,300.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | +8.1% | -17.0% | +25.1% | +10.2% |
| 3M | 0.0% | -27.4% | +27.4% | +3.5% |
| 6M | +7.9% | -29.1% | +37.0% | +11.4% |
| YTD | +5.3% | +13.6% | -8.4% | +0.3% |
| 1Y | +5.1% | +22.8% | -17.7% | -1.2% |
| 3Y | -12.8% | +103.0% | -115.8% | -27.6% |
| 5Y | -16.2% | +307.4% | -323.6% | -42.5% |
| 10Y | -52.3% | +1,173.9% | -1,226.2% | -76.8% |
| All | -44.5% | +1,255.9% | -1,300.4% | -74.3% |
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