-57.5%
KHC vs SNAP
-79.3%
+21.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.3% | -2.8% |
| 7D | +1.1% | -7.1% | +8.2% | +1.2% |
| 30D | +12.0% | -14.6% | +26.6% | +12.2% |
| 3M | +0.2% | -5.0% | +5.2% | +0.2% |
| 6M | +10.3% | -18.8% | +29.2% | +10.5% |
| YTD | +6.7% | -38.5% | +45.3% | +7.2% |
| 1Y | +10.9% | -38.1% | +48.9% | +11.3% |
| 3Y | -12.6% | -53.8% | +41.1% | -12.6% |
| 5Y | -16.3% | -90.7% | +74.4% | -14.7% |
| All | -57.5% | -79.3% | +21.8% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling