+87.4%
BAC vs KHC
-12.7%
+100.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.4% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | -7.7% | +12.0% | -19.6% | -8.6% |
| 3M | -21.2% | +0.2% | -21.3% | -21.2% |
| 6M | -6.8% | +10.3% | -17.2% | -7.9% |
| YTD | -8.7% | +6.7% | -15.4% | -9.5% |
| 1Y | -5.3% | +10.9% | -16.1% | -6.6% |
| 3Y | +87.4% | -12.6% | +100.1% | +82.1% |
| All | +87.4% | -12.7% | +100.2% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling