+71.4%
BAC vs KHC
-10.4%
+81.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.1% | -1.8% | +2.9% | +1.3% |
| 30D | -0.4% | -1.9% | +1.5% | -0.2% |
| 3M | +16.9% | +14.4% | +2.5% | +14.2% |
| 6M | +26.6% | +8.7% | +17.9% | +24.5% |
| YTD | +15.8% | +7.8% | +8.0% | +13.9% |
| 1Y | +27.2% | -1.5% | +28.7% | +27.1% |
| 3Y | +132.4% | -9.9% | +142.3% | +133.0% |
| All | +71.4% | -10.4% | +81.9% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling