-42.5%
KHC vs BNS
+219.0%
-261.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.0% | +0.9% | +1.1% | +1.6% |
| 30D | +10.6% | +2.8% | +7.9% | +9.3% |
| 3M | +0.5% | +3.0% | -2.5% | -1.1% |
| 6M | +12.1% | +23.3% | -11.2% | +1.9% |
| YTD | +8.9% | +29.3% | -20.4% | -3.4% |
| 1Y | +7.5% | +41.7% | -34.2% | -8.5% |
| 3Y | -10.7% | +147.7% | -158.5% | -41.4% |
| 5Y | -13.2% | +79.4% | -92.5% | -35.0% |
| 10Y | -50.6% | +188.5% | -239.1% | -72.7% |
| All | -42.5% | +219.0% | -261.6% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling