-55.8%
KHC vs SIMO
+514.4%
-570.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -0.8% |
| 7D | -1.8% | +4.2% | -6.0% | -1.8% |
| 30D | -1.9% | +4.1% | -6.0% | -2.0% |
| 3M | +14.4% | -12.9% | +27.3% | +14.4% |
| 6M | +8.7% | +110.3% | -101.6% | +4.0% |
| YTD | +7.8% | +178.6% | -170.8% | +1.3% |
| 1Y | -1.5% | +220.0% | -221.5% | -8.4% |
| 3Y | -9.9% | +409.0% | -418.9% | -19.7% |
| 5Y | -10.7% | +277.3% | -288.0% | -20.3% |
| All | -55.8% | +514.4% | -570.2% | -63.6% |
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