-13.5%
KHC vs SRE
+30.8%
-44.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -4.8% | +1.5% | -6.2% | -5.1% |
| 30D | +0.3% | +0.8% | -0.5% | 0.0% |
| 3M | +6.7% | -5.8% | +12.5% | +8.0% |
| 6M | +4.2% | -7.8% | +12.0% | +5.8% |
| YTD | +6.7% | -2.4% | +9.1% | +6.9% |
| 1Y | -1.4% | +8.9% | -10.3% | -3.9% |
| All | -13.5% | +30.8% | -44.4% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling