-43.1%
KHC vs SM
-1.7%
-41.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -1.9% | +26.3% | -28.2% | -3.2% |
| 3M | +14.4% | +8.7% | +5.7% | +13.6% |
| 6M | +8.7% | +51.7% | -43.0% | +5.8% |
| YTD | +7.8% | +99.0% | -91.3% | +3.2% |
| 1Y | -1.5% | +34.6% | -36.1% | -3.8% |
| 3Y | -9.9% | -7.8% | -2.1% | -11.2% |
| 5Y | -10.7% | +104.8% | -115.5% | -17.7% |
| 10Y | -55.7% | +7.2% | -62.9% | -64.1% |
| All | -43.1% | -1.7% | -41.4% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling