-52.4%
KHC vs SHW
+352.3%
-404.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.1% | +4.2% | -5.4% | -2.4% |
| 30D | +8.8% | +11.3% | -2.4% | +5.5% |
| 3M | -1.2% | -1.8% | +0.6% | -0.9% |
| 6M | +4.6% | +12.7% | -8.1% | +0.8% |
| YTD | +5.1% | +10.4% | -5.3% | +1.3% |
| 1Y | +6.2% | +4.7% | +1.5% | +3.9% |
| 3Y | -12.9% | +42.7% | -55.6% | -23.2% |
| 5Y | -16.8% | +14.5% | -31.3% | -22.7% |
| 10Y | -52.4% | +340.7% | -393.2% | -71.6% |
| All | -52.4% | +352.3% | -404.8% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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