-43.1%
KHC vs STLA
+14.7%
-57.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -1.8% | +2.6% | -4.3% | -2.2% |
| 30D | -1.9% | -1.2% | -0.6% | -1.8% |
| 3M | +14.4% | -24.8% | +39.2% | +19.0% |
| 6M | +8.7% | -25.6% | +34.3% | +12.9% |
| YTD | +7.8% | -48.9% | +56.7% | +17.8% |
| 1Y | -1.5% | -38.8% | +37.3% | +3.7% |
| 3Y | -9.9% | -64.5% | +54.7% | +1.1% |
| 5Y | -10.7% | -62.4% | +51.7% | -3.2% |
| 10Y | -55.7% | +55.4% | -111.1% | -65.3% |
| All | -43.1% | +14.7% | -57.9% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling