-21.8%
KHC vs BTSG
+421.3%
-443.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | +0.1% |
| 7D | -2.2% | +5.7% | -8.0% | -2.4% |
| 30D | -0.1% | +0.2% | -0.3% | -0.1% |
| 3M | +8.3% | +5.6% | +2.7% | +8.0% |
| 6M | +5.0% | +50.8% | -45.8% | +3.3% |
| YTD | +8.0% | +67.0% | -59.1% | +5.8% |
| 1Y | -1.1% | +145.5% | -146.6% | -4.6% |
| All | -21.8% | +421.3% | -443.2% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling