+7.5%
KHC vs STRL
-22.7%
+30.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.6% | +2.3% |
| 7D | +2.0% | +15.7% | -13.6% | +3.4% |
| 30D | +10.6% | -35.5% | +46.1% | +7.5% |
| 3M | +0.5% | -47.1% | +47.7% | -3.4% |
| 6M | +12.1% | -65.8% | +77.8% | +5.9% |
| YTD | +8.9% | -4.5% | +13.4% | +8.0% |
| 1Y | +7.5% | -10.5% | +18.0% | +6.5% |
| All | +7.5% | -22.7% | +30.1% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling