+641.7%
BE vs KHC
-38.7%
+680.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -4.3% |
| 7D | -13.4% | -1.1% | -12.2% | -13.3% |
| 30D | -33.9% | +8.8% | -42.7% | -34.5% |
| 3M | -12.0% | -1.2% | -10.8% | -12.1% |
| 6M | -29.0% | +4.6% | -33.6% | -30.3% |
| YTD | +113.4% | +5.1% | +108.3% | +107.9% |
| 1Y | +33.2% | +6.2% | +26.9% | +29.1% |
| 3Y | +1,659.2% | -12.9% | +1,672.1% | +1,654.7% |
| 5Y | +461.4% | -16.8% | +478.1% | +458.2% |
| All | +641.7% | -38.7% | +680.3% | +528.3% |
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