-2.2%
KHC vs SITM
+140.9%
-143.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.8% |
| 7D | -2.5% | +4.8% | -7.4% | -2.2% |
| 30D | +0.5% | -9.7% | +10.2% | +0.1% |
| 3M | +3.0% | -9.3% | +12.4% | +3.6% |
| 6M | +6.6% | +69.5% | -62.9% | +9.7% |
| YTD | +5.8% | +70.5% | -64.7% | +9.5% |
| 1Y | -2.2% | +145.3% | -147.5% | +2.2% |
| All | -2.2% | +140.9% | -143.1% | +2.2% |
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