-13.5%
KHC vs BTI
+115.0%
-128.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.2% | -1.4% | -0.8% | -1.8% |
| 30D | -0.1% | -7.0% | +7.0% | +2.0% |
| 3M | +8.3% | -6.3% | +14.7% | +10.4% |
| 6M | +5.0% | -2.0% | +6.9% | +5.4% |
| YTD | +8.0% | +0.2% | +7.8% | +7.4% |
| 1Y | -1.1% | +3.8% | -4.9% | -2.7% |
| 3Y | -10.7% | +112.1% | -122.8% | -30.9% |
| 5Y | -13.5% | +113.6% | -127.1% | -36.3% |
| All | -13.5% | +115.0% | -128.5% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling