-10.7%
KHC vs SSNC
+51.8%
-62.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +1.0% |
| 7D | -2.2% | -1.8% | -0.4% | -1.9% |
| 30D | -0.1% | +1.9% | -2.0% | -0.5% |
| 3M | +8.3% | +18.4% | -10.0% | +4.4% |
| 6M | +5.0% | +7.0% | -2.0% | +3.2% |
| YTD | +8.0% | -6.9% | +14.9% | +9.2% |
| 1Y | -1.1% | -8.2% | +7.1% | +0.3% |
| 3Y | -10.7% | +50.5% | -61.2% | -20.5% |
| All | -10.7% | +51.8% | -62.5% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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