-20.7%
KHC vs S
-56.8%
+36.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.8% | -7.7% | +5.9% | -1.8% |
| 30D | -1.9% | -5.3% | +3.5% | -1.9% |
| 3M | +14.4% | +20.3% | -5.9% | +14.5% |
| 6M | +8.7% | +47.4% | -38.6% | +9.0% |
| YTD | +7.8% | +32.5% | -24.8% | +8.0% |
| 1Y | -1.5% | +9.5% | -11.0% | -1.4% |
| 3Y | -9.9% | +15.5% | -25.4% | -9.6% |
| 5Y | -10.7% | -71.2% | +60.5% | -12.6% |
| All | -20.7% | -56.8% | +36.1% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling