-54.3%
KHC vs BN
+257.9%
-312.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -4.8% | -3.0% | -1.8% | -4.1% |
| 30D | +0.3% | -13.0% | +13.3% | +3.8% |
| 3M | +6.7% | -15.2% | +21.9% | +11.1% |
| 6M | +4.2% | -5.9% | +10.1% | +5.2% |
| YTD | +6.7% | -15.8% | +22.5% | +10.4% |
| 1Y | -1.4% | -12.2% | +10.8% | +0.5% |
| 3Y | -11.8% | +72.2% | -84.0% | -28.2% |
| 5Y | -13.4% | +33.2% | -46.6% | -25.6% |
| 10Y | -54.3% | +264.7% | -318.9% | -75.2% |
| All | -54.3% | +257.9% | -312.2% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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