-15.2%
KHC vs SHW
+12.3%
-27.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.5% |
| 7D | +1.1% | +3.5% | -2.3% | +0.3% |
| 30D | +12.0% | +9.2% | +2.7% | +9.9% |
| 3M | +0.2% | -5.1% | +5.3% | +1.2% |
| 6M | +10.3% | +6.8% | +3.5% | +8.7% |
| YTD | +6.7% | +7.0% | -0.2% | +4.7% |
| 1Y | +10.9% | +4.1% | +6.7% | +9.3% |
| 3Y | -12.6% | +41.1% | -53.7% | -18.7% |
| All | -15.2% | +12.3% | -27.5% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling