-43.7%
KHC vs SO
+243.4%
-287.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.3% |
| 7D | +1.1% | -1.5% | +2.6% | +1.9% |
| 30D | +12.0% | +8.1% | +3.9% | +7.9% |
| 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% | +2.1% |
| 1Y | +10.9% | +4.9% | +5.9% | +7.7% |
| 3Y | -12.6% | +47.9% | -60.5% | -28.9% |
| 5Y | -16.3% | +75.7% | -92.0% | -38.3% |
| 10Y | -53.2% | +178.0% | -231.2% | -73.1% |
| All | -43.7% | +243.4% | -287.1% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling