-15.8%
KHC vs S
-66.6%
+50.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.0% | -8.8% | -0.7% |
| 7D | -2.0% | +1.6% | -3.6% | -2.0% |
| 30D | +9.7% | -10.5% | +20.1% | +9.6% |
| 3M | -2.0% | +9.9% | -11.9% | -2.0% |
| 6M | +5.4% | +41.8% | -36.3% | +5.5% |
| YTD | +5.9% | +56.8% | -50.9% | +6.0% |
| 1Y | +7.5% | +39.0% | -31.5% | +7.5% |
| 3Y | -12.4% | +53.8% | -66.2% | -12.2% |
| 5Y | -15.8% | -68.6% | +52.7% | -15.5% |
| All | -15.8% | -66.6% | +50.8% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling