-13.5%
KHC vs SFM
+219.5%
-233.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.7% |
| 7D | -2.2% | -5.8% | +3.6% | -1.8% |
| 30D | -0.1% | -11.4% | +11.3% | +0.7% |
| 3M | +8.3% | -12.2% | +20.5% | +9.1% |
| 6M | +5.0% | -5.2% | +10.1% | +5.0% |
| YTD | +8.0% | -4.5% | +12.5% | +7.8% |
| 1Y | -1.1% | -45.4% | +44.3% | +2.5% |
| 3Y | -10.7% | +91.1% | -101.8% | -20.3% |
| 5Y | -13.5% | +226.8% | -240.3% | -31.5% |
| All | -13.5% | +219.5% | -233.0% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling