-54.1%
KHC vs SIMO
+434.7%
-488.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -0.8% |
| 7D | -2.0% | -8.5% | +6.4% | -2.0% |
| 30D | +9.7% | -34.8% | +44.5% | +10.1% |
| 3M | -2.0% | -32.8% | +30.8% | -1.8% |
| 6M | +5.4% | -32.0% | +37.5% | +5.0% |
| YTD | +5.9% | +87.0% | -81.1% | -0.1% |
| 1Y | +7.5% | +86.1% | -78.6% | +1.3% |
| 3Y | -12.4% | +226.4% | -238.8% | -21.4% |
| 5Y | -15.8% | +172.1% | -188.0% | -25.1% |
| 10Y | -54.1% | +408.0% | -462.1% | -64.3% |
| All | -54.1% | +434.7% | -488.8% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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