-13.6%
KHC vs BTDR
+16.5%
-30.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.9% |
| 7D | -2.5% | -3.2% | +0.7% | -2.5% |
| 30D | +0.5% | +32.7% | -32.2% | +0.7% |
| 3M | +3.0% | -28.4% | +31.4% | +3.1% |
| 6M | +6.6% | +51.7% | -45.1% | +6.8% |
| YTD | +5.8% | +2.9% | +2.9% | +5.9% |
| 1Y | -2.2% | -15.5% | +13.3% | -2.1% |
| 3Y | -12.5% | 0.0% | -12.5% | -12.5% |
| 5Y | -13.6% | +16.5% | -30.0% | -9.6% |
| All | -13.6% | +16.5% | -30.1% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling