-43.7%
KHC vs BN
+287.2%
-330.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | +1.1% | +5.3% | -4.2% | -0.3% |
| 30D | +12.0% | +11.9% | +0.1% | +8.6% |
| 3M | +0.2% | -5.7% | +5.9% | +1.6% |
| 6M | +10.3% | -10.6% | +21.0% | +13.4% |
| YTD | +6.7% | -9.4% | +16.1% | +8.4% |
| 1Y | +10.9% | -8.8% | +19.6% | +12.2% |
| 3Y | -12.6% | +95.6% | -108.3% | -32.1% |
| 5Y | -16.3% | +30.2% | -46.4% | -27.3% |
| 10Y | -53.2% | +277.0% | -330.3% | -76.0% |
| All | -43.7% | +287.2% | -330.9% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling