-14.8%
KHC vs SO
+75.0%
-89.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.3% |
| 7D | +1.1% | -1.5% | +2.6% | +1.8% |
| 30D | +12.0% | +8.1% | +3.9% | +8.2% |
| 3M | +0.2% | +0.2% | 0.0% | +0.1% |
| 6M | +10.3% | +0.4% | +10.0% | +10.0% |
| YTD | +6.7% | +8.5% | -1.8% | +2.5% |
| 1Y | +10.9% | +4.9% | +5.9% | +8.0% |
| 3Y | -12.6% | +47.9% | -60.5% | -27.3% |
| All | -14.8% | +75.0% | -89.9% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling