-55.6%
KHC vs SCHG
+459.0%
-514.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -1.0% | -1.0% | 0.0% | -0.7% |
| 30D | +1.9% | -1.3% | +3.2% | +2.3% |
| 3M | +3.2% | +5.4% | -2.2% | +1.3% |
| 6M | +10.0% | +14.4% | -4.4% | +4.8% |
| YTD | +6.7% | +8.0% | -1.3% | +3.5% |
| 1Y | -0.9% | +12.7% | -13.6% | -5.5% |
| 3Y | -13.6% | +85.6% | -99.2% | -34.0% |
| 5Y | -12.8% | +85.5% | -98.4% | -34.8% |
| All | -55.6% | +459.0% | -514.6% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling