-10.3%
KHC vs SNAP
-92.8%
+82.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | -0.7% |
| 7D | -1.8% | +0.7% | -2.5% | -1.8% |
| 30D | -1.9% | +2.6% | -4.5% | -1.9% |
| 3M | +14.4% | -9.9% | +24.3% | +14.3% |
| 6M | +8.7% | +1.9% | +6.9% | +8.7% |
| YTD | +7.8% | -32.2% | +40.0% | +7.6% |
| 1Y | -1.5% | -22.8% | +21.3% | -1.7% |
| 3Y | -9.9% | -47.6% | +37.7% | -10.1% |
| All | -10.3% | -92.8% | +82.5% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling