+911.5%
BE vs KHC
-37.1%
+948.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.0% | +7.4% |
| 7D | +20.0% | -1.8% | +21.7% | +20.1% |
| 30D | +7.9% | -1.9% | +9.8% | +8.0% |
| 3M | -13.2% | +14.4% | -27.6% | -15.8% |
| 6M | +53.5% | +8.7% | +44.7% | +49.5% |
| YTD | +191.0% | +7.8% | +183.2% | +183.3% |
| 1Y | +360.5% | -1.5% | +362.0% | +355.7% |
| 3Y | +1,568.0% | -9.9% | +1,577.9% | +1,558.5% |
| 5Y | +1,055.2% | -10.7% | +1,065.9% | +1,028.6% |
| All | +911.5% | -37.1% | +948.6% | +755.8% |
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