-44.2%
KHC vs SNY
+39.8%
-84.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.5% | -3.6% | +1.1% | -1.4% |
| 30D | +0.5% | -1.9% | +2.5% | +1.1% |
| 3M | +3.0% | -2.0% | +5.0% | +3.6% |
| 6M | +6.6% | +2.5% | +4.1% | +5.5% |
| YTD | +5.8% | -7.0% | +12.7% | +7.8% |
| 1Y | -2.2% | -4.4% | +2.2% | -1.4% |
| 3Y | -12.5% | -8.4% | -4.1% | -12.5% |
| 5Y | -13.6% | +9.5% | -23.1% | -21.1% |
| 10Y | -54.7% | +64.3% | -119.0% | -66.0% |
| All | -44.2% | +39.8% | -84.0% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling