-49.9%
KHC vs SGI
+319.5%
-369.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.6% |
| 7D | +2.0% | -5.3% | +7.3% | +2.5% |
| 30D | +10.6% | -2.1% | +12.7% | +10.8% |
| 3M | +0.5% | -8.2% | +8.7% | +1.2% |
| 6M | +12.1% | -4.6% | +16.6% | +12.3% |
| YTD | +8.9% | -31.5% | +40.4% | +12.0% |
| 1Y | +7.5% | -30.8% | +38.3% | +10.4% |
| 3Y | -10.7% | +67.2% | -77.9% | -16.0% |
| 5Y | -13.2% | +42.5% | -55.7% | -18.3% |
| All | -49.9% | +319.5% | -369.4% | -58.1% |
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