-14.1%
KHC vs STRL
+906.9%
-920.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.6% | +2.4% |
| 7D | +2.0% | +15.7% | -13.6% | +2.8% |
| 30D | +10.6% | -35.5% | +46.1% | +8.8% |
| 3M | +0.5% | -47.1% | +47.7% | -1.8% |
| 6M | +12.1% | -65.8% | +77.8% | +8.5% |
| YTD | +8.9% | -4.5% | +13.4% | +8.2% |
| 1Y | +7.5% | -10.5% | +18.0% | +6.7% |
| 3Y | -10.7% | +340.6% | -351.3% | -12.4% |
| All | -14.1% | +906.9% | -920.9% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling