-50.2%
KHC vs SE
+366.0%
-416.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +1.1% | +2.0% | -0.9% | +1.0% |
| 30D | +12.0% | -20.0% | +32.0% | +12.8% |
| 3M | +0.2% | -31.8% | +31.9% | +1.4% |
| 6M | +10.3% | -15.9% | +26.2% | +10.8% |
| YTD | +6.7% | -40.6% | +47.4% | +8.3% |
| 1Y | +10.9% | -50.7% | +61.5% | +13.2% |
| 3Y | -12.6% | +70.3% | -82.9% | -16.0% |
| 5Y | -16.3% | -78.8% | +62.5% | -11.1% |
| All | -50.2% | +366.0% | -416.2% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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