-19.0%
KHC vs SMR
+7.6%
-26.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.2% |
| 7D | -4.8% | +13.1% | -17.9% | -4.7% |
| 30D | +0.3% | +17.8% | -17.5% | +0.5% |
| 3M | +6.7% | +8.1% | -1.4% | +6.9% |
| 6M | +4.2% | -11.1% | +15.3% | +4.3% |
| YTD | +6.7% | -23.7% | +30.4% | +6.8% |
| 1Y | -1.4% | -69.4% | +68.0% | -1.5% |
| 3Y | -11.8% | +82.6% | -94.4% | -13.9% |
| All | -19.0% | +7.6% | -26.6% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling