-54.3%
KHC vs SMTC
+504.7%
-559.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -4.8% | +22.5% | -27.3% | -5.6% |
| 30D | +0.3% | +24.9% | -24.6% | -0.9% |
| 3M | +6.7% | +4.1% | +2.6% | +6.0% |
| 6M | +4.2% | +92.6% | -88.4% | -1.0% |
| YTD | +6.7% | +122.5% | -115.7% | +0.2% |
| 1Y | -1.4% | +166.2% | -167.6% | -8.9% |
| 3Y | -11.8% | +577.2% | -588.9% | -29.5% |
| 5Y | -13.4% | +119.0% | -132.3% | -21.6% |
| 10Y | -54.3% | +527.9% | -582.2% | -67.6% |
| All | -54.3% | +504.7% | -559.0% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling