-54.3%
KHC vs SHW
+275.0%
-329.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | -4.8% | -3.2% | -1.6% | -3.9% |
| 30D | +0.3% | -11.4% | +11.7% | +3.7% |
| 3M | +6.7% | +3.5% | +3.2% | +5.6% |
| 6M | +4.2% | -3.4% | +7.5% | +4.7% |
| YTD | +6.7% | -0.3% | +7.1% | +6.0% |
| 1Y | -1.4% | -10.4% | +9.0% | +0.8% |
| 3Y | -11.8% | +21.3% | -33.1% | -18.3% |
| 5Y | -13.4% | +12.9% | -26.2% | -19.6% |
| 10Y | -54.3% | +284.1% | -338.4% | -70.0% |
| All | -54.3% | +275.0% | -329.3% | -70.0% |
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