-14.1%
KHC vs SNAP
-90.3%
+76.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.6% |
| 7D | +2.0% | +6.0% | -4.0% | +2.0% |
| 30D | +10.6% | -13.8% | +24.4% | +10.7% |
| 3M | +0.5% | -0.8% | +1.3% | +0.5% |
| 6M | +12.1% | -6.2% | +18.3% | +12.0% |
| YTD | +8.9% | -34.8% | +43.7% | +8.7% |
| 1Y | +7.5% | -38.7% | +46.2% | +7.3% |
| 3Y | -10.7% | -53.5% | +42.7% | -11.0% |
| All | -14.1% | -90.3% | +76.2% | -19.5% |
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