+391.8%
BAC vs KHC
-55.7%
+447.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +1.2% | -2.2% | +3.4% | +1.8% |
| 30D | -0.7% | -0.1% | -0.6% | -0.9% |
| 3M | +16.9% | +8.3% | +8.6% | +13.3% |
| 6M | +29.6% | +5.0% | +24.6% | +26.4% |
| YTD | +15.3% | +8.0% | +7.3% | +11.0% |
| 1Y | +28.8% | -1.1% | +29.9% | +27.5% |
| 3Y | +136.4% | -10.7% | +147.1% | +137.7% |
| 5Y | +72.9% | -13.5% | +86.4% | +72.7% |
| 10Y | +391.8% | -55.4% | +447.2% | +322.4% |
| All | +391.8% | -55.7% | +447.4% | +322.4% |
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