-1.3%
KHC vs BTI
+1.8%
-3.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -4.8% | -2.4% | -2.4% | -4.2% |
| 30D | +0.3% | -4.8% | +5.1% | +1.5% |
| 3M | +6.7% | -8.1% | +14.8% | +9.1% |
| 6M | +4.2% | -4.2% | +8.3% | +6.3% |
| YTD | +6.7% | -1.3% | +8.0% | +8.1% |
| All | -1.3% | +1.8% | -3.1% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling