+1,580.2%
BE vs KHC
-10.5%
+1,590.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.0% | +7.0% |
| 7D | +20.0% | -1.8% | +21.7% | +19.1% |
| 30D | +7.9% | -1.9% | +9.8% | +7.3% |
| 3M | -13.2% | +14.4% | -27.6% | -8.1% |
| 6M | +53.5% | +8.7% | +44.7% | +61.6% |
| YTD | +191.0% | +7.8% | +183.2% | +206.9% |
| 1Y | +360.5% | -1.5% | +362.0% | +387.0% |
| All | +1,580.2% | -10.5% | +1,590.7% | +1,487.2% |
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 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