-13.7%
KHC vs SIMO
+248.6%
-262.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.5% | +0.7% |
| 7D | -4.6% | +0.9% | -5.5% | -4.4% |
| 30D | +8.1% | -25.4% | +33.5% | +6.9% |
| 3M | 0.0% | -17.8% | +17.8% | -0.4% |
| 6M | +7.9% | -29.6% | +37.5% | +7.1% |
| YTD | +5.3% | +100.3% | -95.0% | +5.9% |
| 1Y | +5.1% | +100.4% | -95.3% | +5.8% |
| All | -13.7% | +248.6% | -262.3% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling