+370.9%
BAC vs KHC
-41.6%
+412.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.1% | -1.8% | +2.9% | +1.7% |
| 30D | -0.4% | -1.9% | +1.5% | +0.1% |
| 3M | +16.9% | +14.4% | +2.5% | +10.9% |
| 6M | +26.6% | +8.7% | +17.9% | +21.8% |
| YTD | +15.8% | +7.8% | +8.0% | +11.3% |
| 1Y | +27.2% | -1.5% | +28.7% | +26.0% |
| 3Y | +132.4% | -9.9% | +142.3% | +132.6% |
| 5Y | +72.6% | -10.7% | +83.3% | +69.7% |
| 10Y | +389.7% | -55.7% | +445.4% | +401.4% |
| All | +370.9% | -41.6% | +412.5% | +315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling