-52.4%
KHC vs SO
+188.2%
-240.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +8.8% | +8.7% | +0.2% | +4.7% |
| 3M | -1.2% | +3.4% | -4.6% | -2.8% |
| 6M | +4.6% | +3.7% | +0.9% | +2.7% |
| YTD | +5.1% | +10.0% | -4.9% | 0.0% |
| 1Y | +6.2% | +6.6% | -0.4% | +2.5% |
| 3Y | -12.9% | +52.5% | -65.4% | -29.9% |
| 5Y | -16.8% | +76.1% | -92.8% | -38.4% |
| 10Y | -52.4% | +194.9% | -247.3% | -72.3% |
| All | -52.4% | +188.2% | -240.6% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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