-3.4%
BAC vs KHC
+7.4%
-10.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.3% |
| 7D | +2.0% | -2.0% | +4.0% | +2.0% |
| 30D | -6.9% | +9.7% | -16.6% | -7.0% |
| 3M | -19.6% | -2.0% | -17.6% | -19.5% |
| 6M | -0.5% | +5.4% | -5.9% | -0.4% |
| YTD | -6.6% | +5.9% | -12.5% | -6.4% |
| All | -3.4% | +7.4% | -10.7% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling