-44.5%
KHC vs SHW
+331.2%
-375.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | -2.1% | -2.5% | -4.0% |
| 30D | +8.1% | +11.1% | -3.0% | +4.8% |
| 3M | 0.0% | -2.2% | +2.2% | +0.5% |
| 6M | +7.9% | +14.3% | -6.4% | +3.5% |
| YTD | +5.3% | +10.6% | -5.3% | +1.3% |
| 1Y | +5.1% | +4.1% | +1.0% | +2.9% |
| 3Y | -12.8% | +42.9% | -55.6% | -23.4% |
| 5Y | -16.2% | +14.2% | -30.4% | -22.4% |
| 10Y | -52.3% | +346.7% | -399.0% | -73.1% |
| All | -44.5% | +331.2% | -375.7% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling