+12.1%
KHC vs SITM
+4,507.3%
-4,495.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | -2.2% | +8.4% | -10.6% | -2.3% |
| 30D | -0.1% | -17.4% | +17.3% | +0.2% |
| 3M | +8.3% | -9.8% | +18.2% | +8.3% |
| 6M | +5.0% | +83.0% | -78.0% | +3.0% |
| YTD | +8.0% | +69.6% | -61.6% | +6.0% |
| 1Y | -1.1% | +144.9% | -146.0% | -4.2% |
| 3Y | -10.7% | +429.9% | -440.6% | -17.5% |
| 5Y | -13.5% | +169.2% | -182.7% | -20.6% |
| All | +12.1% | +4,507.3% | -4,495.2% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling