-23.1%
KHC vs BAM
+78.0%
-101.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.8% | -2.0% | +0.2% | -1.6% |
| 30D | -1.9% | -2.9% | +1.0% | -1.7% |
| 3M | +14.4% | +9.4% | +5.0% | +13.5% |
| 6M | +8.7% | +10.8% | -2.0% | +7.8% |
| YTD | +7.8% | -0.4% | +8.2% | +7.5% |
| 1Y | -1.5% | -10.9% | +9.3% | -0.9% |
| 3Y | -9.9% | +61.3% | -71.1% | -14.6% |
| All | -23.1% | +78.0% | -101.1% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling