-12.4%
KHC vs SGI
+80.7%
-93.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -1.1% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +9.7% | +6.6% | +3.1% | +8.9% |
| 3M | -2.0% | +1.8% | -3.8% | -2.3% |
| 6M | +5.4% | -3.9% | +9.3% | +5.4% |
| YTD | +5.9% | -25.2% | +31.2% | +7.9% |
| 1Y | +7.5% | -26.7% | +34.2% | +9.6% |
| 3Y | -12.4% | +86.8% | -99.2% | -16.3% |
| All | -12.4% | +80.7% | -93.1% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling