+1,008.9%
BE vs KHC
-37.0%
+1,045.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.2% | +9.4% | +9.6% |
| 7D | +29.8% | -2.2% | +32.0% | +30.0% |
| 30D | +26.4% | -0.1% | +26.5% | +26.3% |
| 3M | +9.3% | +8.3% | +1.0% | +7.1% |
| 6M | +105.1% | +5.0% | +100.1% | +101.5% |
| YTD | +219.0% | +8.0% | +211.1% | +210.5% |
| 1Y | +418.8% | -1.1% | +419.8% | +412.7% |
| 3Y | +1,784.6% | -10.7% | +1,795.3% | +1,779.9% |
| 5Y | +1,251.0% | -13.5% | +1,264.5% | +1,235.5% |
| All | +1,008.9% | -37.0% | +1,045.9% | +838.1% |
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 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