-57.8%
KHC vs SNAP
-79.0%
+21.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.8% |
| 7D | -2.0% | -7.3% | +5.3% | -1.9% |
| 30D | +9.7% | -18.9% | +28.6% | +10.0% |
| 3M | -2.0% | -5.3% | +3.2% | -2.0% |
| 6M | +5.4% | -16.9% | +22.4% | +5.6% |
| YTD | +5.9% | -37.4% | +43.3% | +6.4% |
| 1Y | +7.5% | -38.5% | +46.0% | +7.9% |
| 3Y | -12.4% | -55.1% | +42.7% | -12.4% |
| 5Y | -15.8% | -90.8% | +74.9% | -14.2% |
| All | -57.8% | -79.0% | +21.1% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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