-54.1%
KHC vs STRL
+4,310.8%
-4,364.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +15.0% | -15.7% | -1.2% |
| 7D | -2.0% | -13.3% | +11.3% | -1.8% |
| 30D | +9.7% | -43.3% | +53.0% | +11.4% |
| 3M | -2.0% | -46.9% | +44.9% | -0.3% |
| 6M | +5.4% | -65.6% | +71.0% | +8.6% |
| YTD | +5.9% | -5.1% | +11.0% | +1.3% |
| 1Y | +7.5% | -23.1% | +30.5% | +4.0% |
| 3Y | -12.4% | +346.8% | -359.3% | -30.9% |
| 5Y | -15.8% | +907.2% | -923.0% | -42.2% |
| 10Y | -54.1% | +3,988.2% | -4,042.3% | -75.0% |
| All | -54.1% | +4,310.8% | -4,364.8% | -75.0% |
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