-12.8%
KHC vs SIRI
-43.2%
+30.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -4.8% | -3.9% | -0.9% | -4.5% |
| 30D | +0.3% | -0.8% | +1.1% | +0.3% |
| 3M | +6.7% | +4.3% | +2.4% | +6.4% |
| 6M | +4.2% | +34.1% | -29.9% | +1.8% |
| YTD | +6.7% | +47.3% | -40.6% | +3.4% |
| 1Y | -1.4% | +22.9% | -24.3% | -3.2% |
| 3Y | -11.8% | -24.6% | +12.8% | -12.0% |
| All | -12.8% | -43.2% | +30.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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