-43.7%
KHC vs SIMO
+511.4%
-555.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.2% | -7.0% | -2.9% |
| 7D | +1.1% | -22.0% | +23.1% | +1.5% |
| 30D | +12.0% | -43.0% | +55.0% | +13.2% |
| 3M | +0.2% | -39.1% | +39.3% | +0.9% |
| 6M | +10.3% | -33.3% | +43.6% | +9.9% |
| YTD | +6.7% | +77.0% | -70.2% | -0.4% |
| 1Y | +10.9% | +73.0% | -62.2% | +3.5% |
| 3Y | -12.6% | +215.7% | -228.4% | -23.2% |
| 5Y | -16.3% | +155.6% | -171.9% | -26.8% |
| 10Y | -53.2% | +388.4% | -441.6% | -64.6% |
| All | -43.7% | +511.4% | -555.1% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling