+13.0%
KHC vs SITM
+3,319.5%
-3,306.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +2.6% |
| 7D | +2.0% | +6.6% | -4.6% | +2.0% |
| 30D | +10.6% | -15.3% | +25.9% | +10.8% |
| 3M | +0.5% | -35.4% | +35.9% | +1.0% |
| 6M | +12.1% | -46.8% | +58.8% | +12.9% |
| YTD | +8.9% | +25.9% | -17.0% | +7.2% |
| 1Y | +7.5% | +54.0% | -46.5% | +5.2% |
| 3Y | -10.7% | +315.6% | -326.3% | -17.3% |
| 5Y | -13.2% | +74.4% | -87.6% | -18.7% |
| All | +13.0% | +3,319.5% | -3,306.5% | -27.4% |
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