+5.7%
KHC vs SFM
-34.4%
+40.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.7% |
| 7D | -3.3% | -0.4% | -2.9% | -3.3% |
| 30D | +9.1% | -19.2% | +28.4% | +10.9% |
| 3M | +1.4% | -40.3% | +41.7% | +5.4% |
| 6M | +8.4% | -40.9% | +49.2% | +12.7% |
| YTD | +6.2% | -35.5% | +41.7% | +9.4% |
| 1Y | +5.7% | -37.4% | +43.1% | +8.8% |
| All | +5.7% | -34.4% | +40.1% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling