-14.1%
KHC vs SRE
+51.3%
-65.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +2.0% | +1.8% | +0.3% | +1.5% |
| 30D | +10.6% | -3.0% | +13.6% | +11.5% |
| 3M | +0.5% | -7.3% | +7.8% | +2.5% |
| 6M | +12.1% | -11.9% | +23.9% | +15.8% |
| YTD | +8.9% | -7.9% | +16.8% | +10.8% |
| 1Y | +7.5% | -11.1% | +18.6% | +10.5% |
| 3Y | -10.7% | +24.8% | -35.5% | -21.6% |
| All | -14.1% | +51.3% | -65.4% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling