+251.7%
BAC vs KHC
-54.7%
+306.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | +2.0% | -2.0% | +4.0% | +2.6% |
| 30D | -6.9% | +9.7% | -16.6% | -9.8% |
| 3M | -19.6% | -2.0% | -17.6% | -19.3% |
| 6M | -0.5% | +5.4% | -5.9% | -3.1% |
| YTD | -6.6% | +5.9% | -12.5% | -9.8% |
| 1Y | -3.0% | +7.5% | -10.4% | -6.8% |
| 3Y | +97.3% | -12.4% | +109.7% | +99.5% |
| 5Y | +21.9% | -15.8% | +37.7% | +22.6% |
| 10Y | +251.7% | -54.1% | +305.7% | +209.9% |
| All | +251.7% | -54.7% | +306.4% | +209.9% |
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