-10.6%
BITO vs KHC
-13.8%
+3.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -3.4% | -1.0% | -2.4% | -3.4% |
| 30D | +21.4% | +1.9% | +19.5% | +21.1% |
| 3M | +20.5% | +3.2% | +17.3% | +20.0% |
| 6M | +7.4% | +10.0% | -2.6% | +6.3% |
| YTD | -13.9% | +6.7% | -20.6% | -14.6% |
| 1Y | -35.1% | -0.9% | -34.2% | -35.2% |
| 3Y | +156.8% | -13.6% | +170.4% | +158.9% |
| All | -10.6% | -13.8% | +3.3% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling