+212.3%
BMNR vs KHC
-0.8%
+213.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -8.5% | -2.5% | -6.0% | -7.0% |
| 30D | +33.8% | +0.5% | +33.2% | +32.0% |
| 3M | +54.7% | +3.0% | +51.7% | +46.4% |
| 6M | +16.7% | +6.6% | +10.1% | +6.7% |
| YTD | -10.9% | +5.8% | -16.6% | -19.7% |
| 1Y | -46.9% | -2.2% | -44.7% | -43.2% |
| All | +212.3% | -0.8% | +213.2% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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