-24.9%
KHC vs BAM
+84.8%
-109.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | -4.6% | -2.9% | -1.7% | -4.3% |
| 30D | +8.1% | +14.7% | -6.6% | +6.7% |
| 3M | 0.0% | -4.1% | +4.2% | +0.1% |
| 6M | +7.9% | +9.6% | -1.7% | +6.9% |
| YTD | +5.3% | +3.4% | +1.8% | +4.5% |
| 1Y | +5.1% | +1.0% | +4.1% | +4.5% |
| 3Y | -12.8% | +88.2% | -101.0% | -18.1% |
| All | -24.9% | +84.8% | -109.8% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling