-10.7%
KHC vs STLA
-77.1%
+66.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | +2.0% | -13.8% | +15.8% | +3.2% |
| 30D | +10.6% | -10.5% | +21.2% | +11.5% |
| 3M | +0.5% | -28.9% | +29.4% | +3.1% |
| 6M | +12.1% | -49.7% | +61.8% | +17.8% |
| YTD | +8.9% | -64.9% | +73.8% | +17.4% |
| 1Y | +7.5% | -64.0% | +71.5% | +15.5% |
| 3Y | -10.7% | -77.4% | +66.7% | -3.3% |
| All | -10.7% | -77.1% | +66.4% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling