-14.3%
KHC vs BTG
+93.4%
-107.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.8% |
| 7D | -2.5% | -5.8% | +3.3% | -2.3% |
| 30D | +0.5% | +5.7% | -5.2% | +0.2% |
| 3M | +3.0% | +38.1% | -35.1% | +1.5% |
| 6M | +6.6% | +0.3% | +6.3% | +6.3% |
| YTD | +5.8% | +19.9% | -14.1% | +4.6% |
| 1Y | -2.2% | +24.6% | -26.8% | -3.8% |
| All | -14.3% | +93.4% | -107.7% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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