-13.5%
KHC vs BTDR
+7.6%
-21.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.2% |
| 7D | -4.8% | +14.8% | -19.6% | -4.7% |
| 30D | +0.3% | +41.8% | -41.5% | +0.5% |
| 3M | +6.7% | -29.2% | +35.9% | +6.8% |
| 6M | +4.2% | +66.2% | -62.0% | +4.2% |
| YTD | +6.7% | +10.0% | -3.3% | +6.8% |
| 1Y | -1.4% | -11.0% | +9.6% | -1.4% |
| All | -13.5% | +7.6% | -21.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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