+7.5%
KHC vs SHW
+3.5%
+4.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +2.0% | +1.9% | +0.1% | +1.5% |
| 30D | +10.6% | +8.1% | +2.6% | +8.5% |
| 3M | +0.5% | -2.8% | +3.3% | +0.7% |
| 6M | +12.1% | +15.0% | -3.0% | +9.7% |
| YTD | +8.9% | +9.0% | -0.1% | +4.6% |
| 1Y | +7.5% | +4.5% | +3.0% | +4.9% |
| All | +7.5% | +3.5% | +4.0% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling