-56.0%
KHC vs BNS
+187.0%
-243.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -2.5% | -2.2% | -0.3% | -1.6% |
| 30D | +0.5% | +4.5% | -4.0% | -1.6% |
| 3M | +3.0% | +14.9% | -11.9% | -3.4% |
| 6M | +6.6% | +32.5% | -25.8% | -6.1% |
| YTD | +5.8% | +28.6% | -22.8% | -5.9% |
| 1Y | -2.2% | +48.4% | -50.6% | -18.5% |
| 3Y | -12.5% | +130.8% | -143.3% | -41.1% |
| 5Y | -13.6% | +94.8% | -108.4% | -38.4% |
| All | -56.0% | +187.0% | -243.0% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling