-43.1%
KHC vs SIRI
-1.3%
-41.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | -1.8% | +1.6% | -3.3% | -2.1% |
| 30D | -1.9% | -4.7% | +2.8% | -1.1% |
| 3M | +14.4% | +5.3% | +9.1% | +13.3% |
| 6M | +8.7% | +30.5% | -21.8% | +3.4% |
| YTD | +7.8% | +49.6% | -41.9% | -0.2% |
| 1Y | -1.5% | +28.5% | -30.0% | -6.5% |
| 3Y | -9.9% | -27.5% | +17.6% | -8.7% |
| 5Y | -10.7% | -44.7% | +33.9% | -7.9% |
| 10Y | -55.7% | -12.6% | -43.1% | -63.4% |
| All | -43.1% | -1.3% | -41.8% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling