+6.2%
KHC vs SM
+64.7%
-58.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.8% |
| 7D | -1.1% | -19.5% | +18.4% | -0.9% |
| 30D | +8.8% | -20.2% | +29.1% | +9.0% |
| 3M | -1.2% | -6.5% | +5.3% | -1.5% |
| 6M | +4.6% | +1.6% | +3.1% | +3.4% |
| YTD | +5.1% | +61.2% | -56.1% | -3.4% |
| 1Y | +6.2% | +65.4% | -59.1% | -2.9% |
| All | +6.2% | +64.7% | -58.5% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling