-1.3%
KHC vs SIMO
+216.4%
-217.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | 0.0% |
| 7D | -1.8% | +4.2% | -6.0% | -1.4% |
| 30D | -1.9% | +4.1% | -6.0% | -1.3% |
| 3M | +14.4% | -12.9% | +27.3% | +14.6% |
| 6M | +8.7% | +110.3% | -101.6% | +12.3% |
| YTD | +7.8% | +178.6% | -170.8% | +13.5% |
| All | -1.3% | +216.4% | -217.7% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling