-1.3%
KHC vs SN
+46.9%
-48.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.7% |
| 7D | -1.8% | -9.3% | +7.6% | -1.6% |
| 30D | -1.9% | -4.8% | +2.9% | -1.8% |
| 3M | +14.4% | +40.4% | -26.0% | +13.1% |
| 6M | +8.7% | +50.9% | -42.2% | +7.0% |
| YTD | +7.8% | +54.9% | -47.2% | +5.8% |
| All | -1.3% | +46.9% | -48.2% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling