-13.4%
KHC vs BNS
+93.4%
-106.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | +0.3% | +4.0% | -3.7% | -0.6% |
| 3M | +6.7% | +13.8% | -7.1% | +3.7% |
| 6M | +4.2% | +32.7% | -28.5% | -2.3% |
| YTD | +6.7% | +27.6% | -20.9% | +0.9% |
| 1Y | -1.4% | +47.4% | -48.8% | -10.0% |
| 3Y | -11.8% | +129.0% | -140.7% | -27.7% |
| 5Y | -13.4% | +92.7% | -106.1% | -26.2% |
| All | -13.4% | +93.4% | -106.7% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling