-12.5%
KHC vs ZBH
-20.1%
+7.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.1% |
| 7D | -2.2% | -5.2% | +3.0% | -1.0% |
| 30D | -0.1% | -2.4% | +2.3% | +0.5% |
| 3M | +8.3% | +8.3% | +0.1% | +6.4% |
| 6M | +5.0% | +0.7% | +4.3% | +4.4% |
| YTD | +8.0% | +5.3% | +2.6% | +6.1% |
| 1Y | -1.1% | -9.1% | +8.0% | +0.3% |
| All | -12.5% | -20.1% | +7.6% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 3y: compounded portfolio wealth divided by compounded ZBH 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…
3y analysis · Full analysis span regression · 6 months rolling