-21.2%
KHC vs BTSG
+493.4%
-514.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | +2.0% | +6.0% | -4.0% | +1.9% |
| 30D | +10.6% | +12.4% | -1.8% | +10.2% |
| 3M | +0.5% | +18.2% | -17.7% | 0.0% |
| 6M | +12.1% | +26.0% | -14.0% | +11.1% |
| YTD | +8.9% | +90.1% | -81.2% | +6.3% |
| 1Y | +7.5% | +124.3% | -116.8% | +4.3% |
| All | -21.2% | +493.4% | -514.6% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling