-43.0%
KHC vs BTG
+358.9%
-401.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.3% |
| 7D | -2.2% | +4.8% | -7.0% | -2.4% |
| 30D | -0.1% | +8.3% | -8.4% | -0.4% |
| 3M | +8.3% | +32.3% | -24.0% | +7.3% |
| 6M | +5.0% | +3.0% | +2.0% | +4.6% |
| YTD | +8.0% | +21.9% | -13.9% | +7.0% |
| 1Y | -1.1% | +28.2% | -29.3% | -2.3% |
| 3Y | -10.7% | +99.9% | -110.6% | -13.3% |
| 5Y | -13.5% | +73.6% | -87.1% | -15.9% |
| 10Y | -55.4% | +136.5% | -191.9% | -56.2% |
| All | -43.0% | +358.9% | -401.9% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling