-14.8%
KHC vs SIMO
+154.7%
-169.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.2% | -7.0% | -2.6% |
| 7D | +1.1% | -22.0% | +23.1% | 0.0% |
| 30D | +12.0% | -43.0% | +55.0% | +9.7% |
| 3M | +0.2% | -39.1% | +39.3% | -1.4% |
| 6M | +10.3% | -33.3% | +43.6% | +9.1% |
| YTD | +6.7% | +77.0% | -70.2% | +7.1% |
| 1Y | +10.9% | +73.0% | -62.2% | +11.2% |
| 3Y | -12.6% | +215.7% | -228.4% | -12.4% |
| All | -14.8% | +154.7% | -169.5% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling