-43.1%
KHC vs SONY
+365.0%
-408.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -1.8% | -1.2% | -0.6% | -1.5% |
| 30D | -1.9% | +9.4% | -11.3% | -3.7% |
| 3M | +14.4% | +10.5% | +3.9% | +11.9% |
| 6M | +8.7% | +11.7% | -3.0% | +5.8% |
| YTD | +7.8% | -4.1% | +11.8% | +8.1% |
| 1Y | -1.5% | -11.8% | +10.3% | +0.2% |
| 3Y | -9.9% | +45.9% | -55.8% | -19.5% |
| 5Y | -10.7% | +16.3% | -27.0% | -17.4% |
| 10Y | -55.7% | +297.6% | -353.3% | -71.9% |
| All | -43.1% | +365.0% | -408.1% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling