-43.1%
KHC vs SMTC
+648.8%
-691.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -1.1% |
| 7D | -1.8% | +12.7% | -14.5% | -2.4% |
| 30D | -1.9% | +22.0% | -23.8% | -3.2% |
| 3M | +14.4% | -12.7% | +27.1% | +14.5% |
| 6M | +8.7% | +64.8% | -56.1% | +3.5% |
| YTD | +7.8% | +100.7% | -92.9% | +0.9% |
| 1Y | -1.5% | +146.9% | -148.4% | -9.7% |
| 3Y | -9.9% | +456.8% | -466.7% | -28.4% |
| 5Y | -10.7% | +89.2% | -100.0% | -19.5% |
| 10Y | -55.7% | +426.9% | -482.6% | -69.8% |
| All | -43.1% | +648.8% | -691.9% | -65.6% |
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 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