-51.2%
KHC vs SRE
+126.1%
-177.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | -3.3% | -1.1% | -2.3% | -2.9% |
| 30D | +9.1% | -4.1% | +13.3% | +10.8% |
| 3M | +1.4% | -7.3% | +8.7% | +3.9% |
| 6M | +8.4% | -14.1% | +22.5% | +14.0% |
| YTD | +6.2% | -8.5% | +14.7% | +8.8% |
| 1Y | +5.7% | -12.0% | +17.7% | +9.8% |
| 3Y | -12.0% | +23.4% | -35.4% | -22.6% |
| 5Y | -15.3% | +51.3% | -66.6% | -32.5% |
| All | -51.2% | +126.1% | -177.3% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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