+12.5%
KHC vs SITM
+47.5%
-35.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.4% | +13.1% | +3.0% |
| 7D | +6.6% | -19.5% | +26.2% | +5.0% |
| 30D | +16.5% | -43.2% | +59.7% | +12.6% |
| 3M | -3.0% | -30.8% | +27.9% | -4.6% |
| 6M | +17.4% | -28.6% | +46.0% | +15.9% |
| YTD | +10.3% | +14.2% | -3.8% | +12.2% |
| 1Y | +12.5% | +44.4% | -31.9% | +16.6% |
| All | +12.5% | +47.5% | -35.1% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling