-56.0%
KHC vs SONY
+286.8%
-342.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.5% | -5.8% | +3.3% | -1.4% |
| 30D | +0.5% | -0.4% | +0.9% | +0.6% |
| 3M | +3.0% | +13.3% | -10.3% | +0.4% |
| 6M | +6.6% | +8.5% | -1.9% | +4.4% |
| YTD | +5.8% | -8.1% | +13.9% | +7.0% |
| 1Y | -2.2% | -17.9% | +15.7% | +0.9% |
| 3Y | -12.5% | +41.4% | -54.0% | -21.2% |
| 5Y | -13.6% | +9.3% | -22.9% | -18.5% |
| All | -56.0% | +286.8% | -342.8% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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