-43.7%
KHC vs SM
-19.3%
-24.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -2.9% |
| 7D | +1.1% | -25.9% | +27.0% | +2.6% |
| 30D | +12.0% | -15.1% | +27.1% | +12.8% |
| 3M | +0.2% | +4.9% | -4.7% | -0.4% |
| 6M | +10.3% | +6.1% | +4.2% | +9.4% |
| YTD | +6.7% | +63.4% | -56.7% | +3.0% |
| 1Y | +10.9% | +72.5% | -61.6% | +6.6% |
| 3Y | -12.6% | -16.9% | +4.3% | -13.6% |
| 5Y | -16.3% | -10.6% | -5.6% | -19.1% |
| 10Y | -53.2% | +11.3% | -64.5% | -62.1% |
| All | -43.7% | -19.3% | -24.4% | -55.6% |
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