-13.4%
KHC vs ZBH
-31.0%
+17.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -4.8% | -4.9% | +0.1% | -3.9% |
| 30D | +0.3% | -3.2% | +3.5% | +0.9% |
| 3M | +6.7% | +5.8% | +0.9% | +5.5% |
| 6M | +4.2% | +2.0% | +2.2% | +3.4% |
| YTD | +6.7% | +5.8% | +1.0% | +5.1% |
| 1Y | -1.4% | -7.9% | +6.5% | -0.6% |
| 3Y | -11.8% | -19.4% | +7.6% | -9.9% |
| 5Y | -13.4% | -29.5% | +16.1% | -10.3% |
| All | -13.4% | -31.0% | +17.6% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling