-17.9%
KHC vs SN
+490.7%
-508.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | -1.8% | -9.3% | +7.6% | -1.4% |
| 30D | -1.9% | -4.8% | +2.9% | -1.7% |
| 3M | +14.4% | +40.4% | -26.0% | +12.6% |
| 6M | +8.7% | +50.9% | -42.2% | +6.5% |
| YTD | +7.8% | +54.9% | -47.2% | +5.4% |
| 1Y | -1.5% | +43.0% | -44.5% | -3.4% |
| 3Y | -9.9% | +391.8% | -401.7% | -19.2% |
| All | -17.9% | +490.7% | -508.5% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling