-44.1%
KHC vs BN
+302.1%
-346.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -1.8% |
| 7D | -2.0% | +3.6% | -5.7% | -3.0% |
| 30D | +9.7% | +15.9% | -6.2% | +5.3% |
| 3M | -2.0% | -2.3% | +0.3% | -1.6% |
| 6M | +5.4% | -8.4% | +13.8% | +7.6% |
| YTD | +5.9% | -5.9% | +11.8% | +6.5% |
| 1Y | +7.5% | -5.6% | +13.0% | +7.7% |
| 3Y | -12.4% | +104.2% | -116.6% | -32.8% |
| 5Y | -15.8% | +35.5% | -51.3% | -27.7% |
| 10Y | -54.1% | +285.2% | -339.3% | -76.5% |
| All | -44.1% | +302.1% | -346.2% | -72.2% |
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