-43.0%
KHC vs BNS
+217.2%
-260.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | -2.2% | +1.8% | -4.0% | -3.0% |
| 30D | -0.1% | +4.5% | -4.6% | -2.2% |
| 3M | +8.3% | +15.8% | -7.4% | +1.3% |
| 6M | +5.0% | +31.5% | -26.5% | -7.2% |
| YTD | +8.0% | +28.6% | -20.6% | -3.8% |
| 1Y | -1.1% | +48.2% | -49.3% | -17.3% |
| 3Y | -10.7% | +130.8% | -141.5% | -39.5% |
| 5Y | -13.5% | +94.9% | -108.4% | -38.0% |
| 10Y | -55.4% | +179.6% | -235.0% | -75.0% |
| All | -43.0% | +217.2% | -260.2% | -69.7% |
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 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