-51.2%
KHC vs SFM
+137.0%
-188.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.6% |
| 7D | -3.3% | -0.4% | -2.9% | -3.3% |
| 30D | +9.1% | -19.2% | +28.4% | +11.8% |
| 3M | +1.4% | -40.3% | +41.7% | +8.1% |
| 6M | +8.4% | -40.9% | +49.2% | +15.3% |
| YTD | +6.2% | -35.5% | +41.7% | +11.0% |
| 1Y | +5.7% | -37.4% | +43.1% | +10.9% |
| 3Y | -12.0% | +25.5% | -37.5% | -22.5% |
| 5Y | -15.3% | +113.0% | -128.4% | -35.4% |
| All | -51.2% | +137.0% | -188.2% | -67.3% |
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