+1,616.9%
BE vs KHC
-12.7%
+1,629.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.8% | +6.2% | +1.7% |
| 7D | -14.7% | +1.1% | -15.8% | -13.9% |
| 30D | -40.5% | +12.0% | -52.5% | -35.6% |
| 3M | -24.3% | +0.2% | -24.5% | -22.8% |
| 6M | -39.3% | +10.3% | -49.7% | -34.5% |
| YTD | +99.4% | +6.7% | +92.6% | +115.1% |
| 1Y | +26.6% | +10.9% | +15.7% | +37.3% |
| 3Y | +1,616.9% | -12.6% | +1,629.6% | +1,535.1% |
| All | +1,616.9% | -12.7% | +1,629.7% | +1,535.1% |
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