+7.5%
KHC vs SITM
+47.8%
-40.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +2.1% |
| 7D | +2.0% | +6.6% | -4.6% | +2.6% |
| 30D | +10.6% | -15.3% | +25.9% | +10.0% |
| 3M | +0.5% | -35.4% | +35.9% | -1.2% |
| 6M | +12.1% | -46.8% | +58.8% | +11.4% |
| YTD | +8.9% | +25.9% | -17.0% | +10.5% |
| 1Y | +7.5% | +54.0% | -46.5% | +9.0% |
| All | +7.5% | +47.8% | -40.3% | +9.0% |
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