-12.6%
KHC vs BN
+90.6%
-103.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.7% |
| 7D | +1.1% | +5.3% | -4.2% | +0.5% |
| 30D | +12.0% | +11.9% | +0.1% | +10.7% |
| 3M | +0.2% | -5.7% | +5.9% | +0.6% |
| 6M | +10.3% | -10.6% | +21.0% | +11.3% |
| YTD | +6.7% | -9.4% | +16.1% | +7.3% |
| 1Y | +10.9% | -8.8% | +19.6% | +11.3% |
| 3Y | -12.6% | +95.6% | -108.3% | -18.0% |
| All | -12.6% | +90.6% | -103.3% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling