-43.1%
KHC vs BTI
+109.9%
-153.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -1.8% | -1.4% | -0.4% | -1.3% |
| 30D | -1.9% | -6.6% | +4.7% | +0.5% |
| 3M | +14.4% | -3.0% | +17.4% | +15.6% |
| 6M | +8.7% | -6.7% | +15.4% | +10.9% |
| YTD | +7.8% | +0.6% | +7.2% | +6.7% |
| 1Y | -1.5% | +5.6% | -7.1% | -4.4% |
| 3Y | -9.9% | +110.3% | -120.2% | -33.6% |
| 5Y | -10.7% | +114.3% | -125.0% | -35.7% |
| 10Y | -55.7% | +67.7% | -123.4% | -66.5% |
| All | -43.1% | +109.9% | -153.0% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling