-10.3%
KHC vs STRL
+2,010.6%
-2,020.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.4% | -0.4% |
| 7D | -1.8% | +3.4% | -5.2% | -1.6% |
| 30D | -1.9% | -9.2% | +7.4% | -2.2% |
| 3M | +14.4% | -51.0% | +65.4% | +12.5% |
| 6M | +8.7% | +15.8% | -7.1% | +9.0% |
| YTD | +7.8% | +58.9% | -51.1% | +8.9% |
| 1Y | -1.5% | +68.5% | -70.0% | -0.4% |
| 3Y | -9.9% | +485.2% | -495.1% | -9.8% |
| All | -10.3% | +2,010.6% | -2,020.9% | -21.1% |
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