-55.4%
KHC vs STLA
+48.0%
-103.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.7% |
| 7D | -2.2% | +0.7% | -3.0% | -2.4% |
| 30D | -0.1% | -2.4% | +2.3% | +0.2% |
| 3M | +8.3% | -23.9% | +32.2% | +12.4% |
| 6M | +5.0% | -24.6% | +29.6% | +8.7% |
| YTD | +8.0% | -50.5% | +58.5% | +18.3% |
| 1Y | -1.1% | -39.8% | +38.7% | +4.2% |
| 3Y | -10.7% | -65.6% | +54.9% | +0.2% |
| 5Y | -13.5% | -62.1% | +48.6% | -6.8% |
| 10Y | -55.4% | +47.8% | -103.2% | -61.5% |
| All | -55.4% | +48.0% | -103.4% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling