-54.3%
KHC vs SGI
+263.3%
-317.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -4.8% | +0.6% | -5.4% | -4.8% |
| 30D | +0.3% | +5.5% | -5.2% | -0.2% |
| 3M | +6.7% | -3.6% | +10.3% | +6.9% |
| 6M | +4.2% | -15.0% | +19.2% | +5.2% |
| YTD | +6.7% | -23.0% | +29.8% | +8.6% |
| 1Y | -1.4% | -18.4% | +17.0% | -0.3% |
| 3Y | -11.8% | +57.8% | -69.5% | -16.3% |
| 5Y | -13.4% | +51.5% | -64.8% | -18.5% |
| 10Y | -54.3% | +275.2% | -329.4% | -61.2% |
| All | -54.3% | +263.3% | -317.5% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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