-18.6%
KHC vs SN
+659.6%
-678.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.5% | -2.9% |
| 7D | +1.1% | +7.2% | -6.1% | +0.8% |
| 30D | +12.0% | +20.4% | -8.4% | +11.0% |
| 3M | +0.2% | +23.9% | -23.7% | -0.8% |
| 6M | +10.3% | +93.0% | -82.7% | +7.0% |
| YTD | +6.7% | +99.2% | -92.5% | +3.2% |
| 1Y | +10.9% | +142.6% | -131.7% | +6.2% |
| 3Y | -12.6% | +398.8% | -411.4% | -21.3% |
| All | -18.6% | +659.6% | -678.2% | -27.6% |
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