-16.9%
KHC vs BTDR
+23.8%
-40.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.7% |
| 7D | -1.8% | +20.0% | -21.7% | -1.7% |
| 30D | -1.9% | +11.9% | -13.8% | -1.8% |
| 3M | +14.4% | -36.9% | +51.3% | +14.5% |
| 6M | +8.7% | +56.5% | -47.8% | +8.9% |
| YTD | +7.8% | +10.4% | -2.7% | +7.9% |
| 1Y | -1.5% | +3.1% | -4.6% | -1.4% |
| 3Y | -9.9% | -2.6% | -7.3% | -9.8% |
| 5Y | -10.7% | +25.2% | -35.9% | -7.5% |
| All | -16.9% | +23.8% | -40.7% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling