+7.5%
KHC vs SMR
-81.8%
+89.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +2.4% |
| 7D | +2.0% | -8.3% | +10.3% | +1.7% |
| 30D | +10.6% | -20.1% | +30.7% | +9.9% |
| 3M | +0.5% | -52.7% | +53.2% | -1.8% |
| 6M | +12.1% | -61.0% | +73.1% | +9.7% |
| YTD | +8.9% | -67.1% | +76.0% | +5.5% |
| 1Y | +7.5% | -79.9% | +87.4% | +3.5% |
| All | +7.5% | -81.8% | +89.3% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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