-20.2%
KHC vs SMR
-48.1%
+27.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.8% |
| 7D | -1.1% | -2.8% | +1.7% | -1.1% |
| 30D | +8.8% | -27.5% | +36.3% | +8.6% |
| 3M | -1.2% | -43.1% | +41.9% | -1.6% |
| 6M | +4.6% | -58.4% | +63.1% | +4.2% |
| YTD | +5.1% | -63.2% | +68.3% | +4.7% |
| 1Y | +6.2% | -81.6% | +87.9% | +5.6% |
| 3Y | -12.9% | +149.8% | -162.7% | -17.0% |
| All | -20.2% | -48.1% | +27.8% | -20.9% |
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