-54.3%
KHC vs SFM
+280.6%
-334.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.8% | -0.6% |
| 7D | -4.8% | -7.2% | +2.4% | -3.9% |
| 30D | +0.3% | -14.3% | +14.6% | +2.3% |
| 3M | +6.7% | -13.7% | +20.4% | +8.4% |
| 6M | +4.2% | -6.0% | +10.2% | +4.2% |
| YTD | +6.7% | -8.2% | +15.0% | +7.0% |
| 1Y | -1.4% | -46.2% | +44.8% | +6.1% |
| 3Y | -11.8% | +83.6% | -95.3% | -25.7% |
| 5Y | -13.4% | +212.7% | -226.1% | -36.7% |
| 10Y | -54.3% | +273.0% | -327.3% | -69.7% |
| All | -54.3% | +280.6% | -334.9% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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