-52.3%
KHC vs BN
+281.2%
-333.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -4.6% | -2.4% | -2.2% | -4.0% |
| 30D | +8.1% | +13.5% | -5.4% | +4.7% |
| 3M | 0.0% | -5.9% | +6.0% | +1.4% |
| 6M | +7.9% | -8.9% | +16.9% | +10.1% |
| YTD | +5.3% | -7.9% | +13.1% | +6.4% |
| 1Y | +5.1% | -8.3% | +13.4% | +6.2% |
| 3Y | -12.8% | +100.8% | -113.6% | -31.7% |
| 5Y | -16.2% | +38.2% | -54.4% | -27.9% |
| 10Y | -52.3% | +302.3% | -354.6% | -74.6% |
| All | -52.3% | +281.2% | -333.5% | -74.6% |
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