-1.1%
KHC vs STRL
+73.8%
-74.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | +0.4% |
| 7D | -2.2% | +10.1% | -12.3% | -1.5% |
| 30D | -0.1% | -8.2% | +8.1% | -0.6% |
| 3M | +8.3% | -43.7% | +52.0% | +5.8% |
| 6M | +5.0% | +27.1% | -22.1% | +6.1% |
| YTD | +8.0% | +64.0% | -56.0% | +11.5% |
| 1Y | -1.1% | +75.2% | -76.3% | +0.4% |
| All | -1.1% | +73.8% | -74.9% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STRL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling