-52.4%
KHC vs STRL
+3,927.3%
-3,979.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -1.1% | -19.8% | +18.7% | -0.7% |
| 30D | +8.8% | -43.6% | +52.4% | +10.6% |
| 3M | -1.2% | -45.2% | +44.0% | +0.4% |
| 6M | +4.6% | -65.7% | +70.4% | +7.8% |
| YTD | +5.1% | -5.4% | +10.6% | +0.5% |
| 1Y | +6.2% | -24.7% | +30.9% | +3.0% |
| 3Y | -12.9% | +335.0% | -347.9% | -31.2% |
| 5Y | -16.8% | +915.3% | -932.1% | -43.0% |
| 10Y | -52.4% | +3,877.5% | -3,929.9% | -74.2% |
| All | -52.4% | +3,927.3% | -3,979.7% | -74.2% |
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