-55.4%
KHC vs SM
+12.3%
-67.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | 0.0% |
| 7D | -2.2% | -0.2% | -2.1% | -2.2% |
| 30D | -0.1% | +31.5% | -31.6% | -1.7% |
| 3M | +8.3% | +17.3% | -9.0% | +7.2% |
| 6M | +5.0% | +48.5% | -43.6% | +2.2% |
| YTD | +8.0% | +106.3% | -98.3% | +3.1% |
| 1Y | -1.1% | +47.3% | -48.4% | -4.0% |
| 3Y | -10.7% | -1.4% | -9.3% | -12.5% |
| 5Y | -13.5% | +114.0% | -127.6% | -20.7% |
| 10Y | -55.4% | +12.5% | -67.9% | -65.0% |
| All | -55.4% | +12.3% | -67.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling