-49.7%
KHC vs SE
+589.8%
-639.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.8% | -6.1% | +4.3% | -1.5% |
| 30D | -1.9% | -2.5% | +0.6% | -1.9% |
| 3M | +14.4% | +21.7% | -7.3% | +13.4% |
| 6M | +8.7% | +27.0% | -18.3% | +7.5% |
| YTD | +7.8% | -12.1% | +19.9% | +7.9% |
| 1Y | -1.5% | -40.9% | +39.4% | 0.0% |
| 3Y | -9.9% | +191.0% | -200.9% | -15.2% |
| 5Y | -10.7% | -68.3% | +57.5% | -6.7% |
| All | -49.7% | +589.8% | -639.5% | -59.0% |
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