-25.0%
KHC vs BAM
+88.1%
-113.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | -1.1% | +5.0% | -6.1% | -1.6% |
| 30D | +8.8% | +16.6% | -7.7% | +7.3% |
| 3M | -1.2% | +2.2% | -3.4% | -1.6% |
| 6M | +4.6% | +9.7% | -5.0% | +3.6% |
| YTD | +5.1% | +5.2% | -0.1% | +4.2% |
| 1Y | +6.2% | +3.9% | +2.3% | +5.3% |
| 3Y | -12.9% | +91.5% | -104.4% | -18.3% |
| All | -25.0% | +88.1% | -113.2% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling