-43.1%
KHC vs SIMO
+862.4%
-905.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -0.9% |
| 7D | -1.8% | +4.2% | -6.0% | -1.9% |
| 30D | -1.9% | +4.1% | -6.0% | -2.1% |
| 3M | +14.4% | -12.9% | +27.3% | +14.4% |
| 6M | +8.7% | +110.3% | -101.6% | +2.9% |
| YTD | +7.8% | +178.6% | -170.8% | -0.1% |
| 1Y | -1.5% | +220.0% | -221.5% | -9.9% |
| 3Y | -9.9% | +409.0% | -418.9% | -21.5% |
| 5Y | -10.7% | +277.3% | -288.0% | -21.9% |
| 10Y | -55.7% | +506.6% | -562.3% | -65.6% |
| All | -43.1% | +862.4% | -905.5% | -61.1% |
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