-0.9%
KHC vs SRE
+4.6%
-5.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | +1.9% | -3.0% | +4.9% | +2.2% |
| 3M | +3.2% | -8.3% | +11.5% | +4.6% |
| 6M | +10.0% | -8.9% | +18.9% | +11.7% |
| YTD | +6.7% | -4.3% | +11.0% | +6.6% |
| 1Y | -0.9% | +2.7% | -3.6% | -3.1% |
| All | -0.9% | +4.6% | -5.5% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling