-10.7%
KHC vs BN
+96.7%
-107.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | +2.0% | -1.0% | +3.0% | +2.1% |
| 30D | +10.6% | +14.0% | -3.3% | +9.2% |
| 3M | +0.5% | -9.0% | +9.5% | +1.3% |
| 6M | +12.1% | -8.8% | +20.9% | +12.8% |
| YTD | +8.9% | -10.3% | +19.2% | +9.6% |
| 1Y | +7.5% | -5.8% | +13.3% | +7.5% |
| 3Y | -10.7% | +94.8% | -105.5% | -15.5% |
| All | -10.7% | +96.7% | -107.5% | -15.5% |
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