-55.6%
KHC vs SNY
+64.5%
-120.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -1.0% | -3.3% | +2.3% | 0.0% |
| 30D | +1.9% | -2.2% | +4.0% | +2.5% |
| 3M | +3.2% | -3.0% | +6.2% | +4.1% |
| 6M | +10.0% | +2.7% | +7.2% | +8.8% |
| YTD | +6.7% | -6.8% | +13.5% | +8.6% |
| 1Y | -0.9% | -5.3% | +4.4% | +0.2% |
| 3Y | -13.6% | -9.8% | -3.8% | -13.0% |
| 5Y | -12.8% | +9.7% | -22.5% | -20.0% |
| All | -55.6% | +64.5% | -120.1% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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