-1.4%
KHC vs SGI
-20.0%
+18.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.6% |
| 6M | +4.2% | -15.0% | +19.2% | +4.1% |
| YTD | +6.7% | -23.0% | +29.8% | +7.9% |
| 1Y | -1.4% | -18.4% | +17.0% | +0.9% |
| All | -1.4% | -20.0% | +18.6% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling