-44.0%
KHC vs SMTC
+504.8%
-548.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.0% |
| 7D | -3.3% | +30.5% | -33.8% | -4.4% |
| 30D | +9.1% | -30.9% | +40.0% | +10.5% |
| 3M | +1.4% | -14.7% | +16.1% | +1.2% |
| 6M | +8.4% | -9.6% | +17.9% | +6.7% |
| YTD | +6.2% | +62.1% | -55.9% | -0.3% |
| 1Y | +5.7% | +66.6% | -60.9% | -1.2% |
| 3Y | -12.0% | +718.1% | -730.1% | -34.6% |
| 5Y | -15.3% | +32.8% | -48.1% | -21.3% |
| 10Y | -51.8% | +354.1% | -406.0% | -67.5% |
| All | -44.0% | +504.8% | -548.7% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling