-56.0%
KHC vs BTI
+72.6%
-128.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -2.5% | -2.0% | -0.5% | -1.9% |
| 30D | +0.5% | -3.4% | +4.0% | +1.7% |
| 3M | +3.0% | -9.0% | +12.0% | +6.2% |
| 6M | +6.6% | -5.0% | +11.6% | +8.1% |
| YTD | +5.8% | -0.3% | +6.1% | +5.2% |
| 1Y | -2.2% | +3.1% | -5.3% | -4.1% |
| 3Y | -12.5% | +111.0% | -123.5% | -34.2% |
| 5Y | -13.6% | +117.0% | -130.6% | -36.5% |
| All | -56.0% | +72.6% | -128.6% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling