-43.1%
KHC vs SRE
+135.9%
-179.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.8% | -0.3% | -1.4% | -1.7% |
| 30D | -1.9% | -0.7% | -1.1% | -1.8% |
| 3M | +14.4% | -6.3% | +20.7% | +16.8% |
| 6M | +8.7% | -10.7% | +19.4% | +12.8% |
| YTD | +7.8% | -3.5% | +11.2% | +8.5% |
| 1Y | -1.5% | +5.3% | -6.8% | -4.4% |
| 3Y | -9.9% | +31.8% | -41.6% | -22.6% |
| 5Y | -10.7% | +47.4% | -58.1% | -27.8% |
| 10Y | -55.7% | +120.6% | -176.3% | -70.9% |
| All | -43.1% | +135.9% | -179.0% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling