-43.0%
KHC vs SCCO
+1,033.6%
-1,076.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -0.4% |
| 7D | -2.2% | +3.4% | -5.7% | -2.6% |
| 30D | -0.1% | +6.6% | -6.7% | -1.0% |
| 3M | +8.3% | +24.5% | -16.1% | +4.8% |
| 6M | +5.0% | +16.5% | -11.5% | +1.8% |
| YTD | +8.0% | +52.1% | -44.1% | +0.1% |
| 1Y | -1.1% | +114.2% | -115.3% | -13.3% |
| 3Y | -10.7% | +207.4% | -218.1% | -28.3% |
| 5Y | -13.5% | +353.7% | -367.3% | -37.5% |
| 10Y | -55.4% | +1,144.5% | -1,199.9% | -75.6% |
| All | -43.0% | +1,033.6% | -1,076.6% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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