-19.3%
KHC vs SN
+681.9%
-701.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -0.9% |
| 7D | -2.0% | +7.6% | -9.7% | -2.4% |
| 30D | +9.7% | +24.1% | -14.4% | +8.6% |
| 3M | -2.0% | +23.7% | -25.7% | -3.0% |
| 6M | +5.4% | +105.5% | -100.1% | +2.0% |
| YTD | +5.9% | +105.1% | -99.2% | +2.3% |
| 1Y | +7.5% | +148.3% | -140.8% | +2.9% |
| 3Y | -12.4% | +438.7% | -451.1% | -21.5% |
| All | -19.3% | +681.9% | -701.2% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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