-51.2%
KHC vs BTI
+128.6%
-179.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.3% | -3.2% | -0.1% | -2.2% |
| 30D | +9.1% | +9.7% | -0.5% | +5.9% |
| 3M | +1.4% | +11.1% | -9.7% | -2.1% |
| 6M | +8.4% | -1.2% | +9.6% | +8.6% |
| YTD | +6.2% | +12.7% | -6.5% | +1.3% |
| 1Y | +5.7% | +15.8% | -10.1% | -0.2% |
| 3Y | -12.0% | +148.9% | -160.9% | -37.3% |
| 5Y | -15.3% | +151.9% | -167.3% | -40.7% |
| All | -51.2% | +128.6% | -179.8% | -68.2% |
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