+233.0%
BAC vs KHC
-52.1%
+285.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.9% | -4.6% | +2.7% | -0.4% |
| 30D | -7.2% | +8.1% | -15.3% | -9.6% |
| 3M | -20.4% | 0.0% | -20.5% | -20.7% |
| 6M | +1.3% | +7.9% | -6.7% | -2.2% |
| YTD | -6.4% | +5.3% | -11.7% | -9.4% |
| 1Y | -3.5% | +5.1% | -8.6% | -6.6% |
| 3Y | +96.7% | -12.8% | +109.5% | +99.1% |
| 5Y | +20.6% | -16.2% | +36.8% | +21.4% |
| 10Y | +233.0% | -52.3% | +285.3% | +207.7% |
| All | +233.0% | -52.1% | +285.2% | +207.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling