-44.5%
KHC vs SFM
+85.4%
-129.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -1.1% | -6.9% | +5.8% | -0.2% |
| 30D | +8.8% | -25.0% | +33.8% | +12.6% |
| 3M | -1.2% | -42.7% | +41.5% | +5.7% |
| 6M | +4.6% | -41.0% | +45.6% | +11.1% |
| YTD | +5.1% | -38.7% | +43.8% | +10.6% |
| 1Y | +6.2% | -38.1% | +44.4% | +11.5% |
| 3Y | -12.9% | +19.3% | -32.2% | -21.7% |
| 5Y | -16.8% | +103.1% | -119.9% | -34.2% |
| 10Y | -52.4% | +131.1% | -183.5% | -65.5% |
| All | -44.5% | +85.4% | -129.9% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling