-13.4%
KHC vs SITM
+164.5%
-177.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.2% |
| 7D | -4.8% | +3.7% | -8.5% | -4.7% |
| 30D | +0.3% | -14.5% | +14.8% | 0.0% |
| 3M | +6.7% | -10.6% | +17.3% | +6.9% |
| 6M | +4.2% | +65.5% | -61.4% | +5.4% |
| YTD | +6.7% | +67.0% | -60.3% | +8.1% |
| 1Y | -1.4% | +138.6% | -140.0% | +0.5% |
| 3Y | -11.8% | +421.8% | -433.6% | -9.0% |
| 5Y | -13.4% | +172.4% | -185.8% | -11.8% |
| All | -13.4% | +164.5% | -177.9% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling