-13.5%
KHC vs BN
+35.3%
-48.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | -2.2% | -1.2% | -1.0% | -2.1% |
| 30D | -0.1% | -10.9% | +10.8% | +1.1% |
| 3M | +8.3% | -11.1% | +19.4% | +9.6% |
| 6M | +5.0% | -4.4% | +9.3% | +5.3% |
| YTD | +8.0% | -14.1% | +22.1% | +9.4% |
| 1Y | -1.1% | -11.1% | +10.0% | -0.4% |
| 3Y | -10.7% | +75.6% | -86.3% | -17.7% |
| 5Y | -13.5% | +35.8% | -49.3% | -18.6% |
| All | -13.5% | +35.3% | -48.8% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling