+70.5%
BA vs KHC
-41.6%
+112.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +1.2% | -1.8% | +2.9% | +1.7% |
| 30D | -11.6% | -1.9% | -9.8% | -11.2% |
| 3M | -2.4% | +14.4% | -16.8% | -7.3% |
| 6M | -6.6% | +8.7% | -15.3% | -9.8% |
| YTD | -2.2% | +7.8% | -10.0% | -5.6% |
| 1Y | -8.0% | -1.5% | -6.5% | -8.6% |
| 3Y | -5.0% | -9.9% | +4.9% | -5.0% |
| 5Y | -2.7% | -10.7% | +8.0% | -4.2% |
| 10Y | +75.9% | -55.7% | +131.6% | +88.3% |
| All | +70.5% | -41.6% | +112.1% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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