-13.0%
KHC vs SN
+425.1%
-438.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.0% |
| 7D | -3.3% | +1.4% | -4.7% | -3.4% |
| 30D | +9.1% | +16.6% | -7.5% | +8.5% |
| 3M | +1.4% | +18.3% | -16.9% | +0.7% |
| 6M | +8.4% | +103.1% | -94.7% | +5.4% |
| YTD | +6.2% | +96.7% | -90.6% | +3.2% |
| 1Y | +5.7% | +134.3% | -128.7% | +2.0% |
| All | -13.0% | +425.1% | -438.1% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling