-54.3%
KHC vs STRL
+3,580.1%
-3,634.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.3% | -2.9% |
| 7D | +1.1% | -26.9% | +28.0% | +1.8% |
| 30D | +12.0% | -52.7% | +64.6% | +14.3% |
| 3M | +0.2% | -52.8% | +53.0% | +2.2% |
| 6M | +10.3% | -71.5% | +81.8% | +14.3% |
| YTD | +6.7% | -17.4% | +24.2% | +2.6% |
| 1Y | +10.9% | -35.0% | +45.8% | +8.0% |
| 3Y | -12.6% | +239.2% | -251.9% | -29.4% |
| 5Y | -16.3% | +830.2% | -846.5% | -42.3% |
| All | -54.3% | +3,580.1% | -3,634.4% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling