-1.1%
KHC vs S
+4.5%
-5.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -2.2% | -5.8% | +3.6% | -2.0% |
| 30D | -0.1% | -9.2% | +9.1% | +0.3% |
| 3M | +8.3% | +23.4% | -15.0% | +7.2% |
| 6M | +5.0% | +36.9% | -32.0% | +3.8% |
| YTD | +8.0% | +29.5% | -21.5% | +6.8% |
| 1Y | -1.1% | +5.4% | -6.5% | -2.1% |
| All | -1.1% | +4.5% | -5.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling