-43.1%
KHC vs SGI
+339.9%
-383.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.8% | +8.5% | -10.3% | -2.5% |
| 30D | -1.9% | +0.7% | -2.6% | -2.0% |
| 3M | +14.4% | +0.6% | +13.8% | +14.2% |
| 6M | +8.7% | -17.9% | +26.7% | +10.2% |
| YTD | +7.8% | -21.2% | +29.0% | +9.6% |
| 1Y | -1.5% | -18.9% | +17.3% | -0.3% |
| 3Y | -9.9% | +52.6% | -62.5% | -14.8% |
| 5Y | -10.7% | +60.7% | -71.4% | -17.3% |
| 10Y | -55.7% | +278.1% | -333.8% | -63.2% |
| All | -43.1% | +339.9% | -383.1% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling