-23.9%
KHC vs BAM
+86.2%
-110.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.9% |
| 7D | +1.1% | +9.7% | -8.6% | +0.2% |
| 30D | +12.0% | +19.0% | -7.0% | +10.2% |
| 3M | +0.2% | +0.6% | -0.4% | -0.1% |
| 6M | +10.3% | +11.1% | -0.7% | +9.1% |
| YTD | +6.7% | +4.2% | +2.6% | +5.9% |
| 1Y | +10.9% | +3.3% | +7.5% | +10.0% |
| 3Y | -12.6% | +88.8% | -101.4% | -18.0% |
| All | -23.9% | +86.2% | -110.1% | -28.9% |
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