+8.4%
KHC vs SMR
-62.9%
+71.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.8% | +8.7% | +0.4% |
| 7D | -3.3% | +10.3% | -13.6% | -2.6% |
| 30D | +9.1% | -25.7% | +34.9% | +8.0% |
| 3M | +1.4% | -49.7% | +51.1% | -1.1% |
| 6M | +8.4% | -59.8% | +68.2% | +6.6% |
| All | +8.4% | -62.9% | +71.2% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling