+12.5%
KHC vs SARO
-7.8%
+20.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.8% | +3.6% |
| 7D | +6.6% | +15.8% | -9.1% | +5.9% |
| 30D | +16.5% | +22.2% | -5.7% | +15.3% |
| 3M | -3.0% | -16.2% | +13.2% | -3.2% |
| 6M | +17.4% | +4.6% | +12.8% | +16.7% |
| YTD | +10.3% | -10.4% | +20.7% | +11.2% |
| 1Y | +12.5% | -6.5% | +19.0% | +13.7% |
| All | +12.5% | -7.8% | +20.2% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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