+668.0%
BE vs KHC
-36.5%
+704.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -5.1% |
| 7D | +10.8% | +2.0% | +8.8% | +10.7% |
| 30D | -19.8% | +10.6% | -30.4% | -20.5% |
| 3M | -18.7% | +0.5% | -19.2% | -18.8% |
| 6M | -33.7% | +12.1% | -45.8% | -35.4% |
| YTD | +121.0% | +8.9% | +112.1% | +114.9% |
| 1Y | +85.4% | +7.5% | +77.9% | +80.5% |
| 3Y | +1,709.5% | -10.7% | +1,720.2% | +1,706.7% |
| 5Y | +462.2% | -13.2% | +475.4% | +456.6% |
| All | +668.0% | -36.5% | +704.4% | +549.2% |
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