-12.6%
KHC vs STT
+165.4%
-178.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +1.1% | -2.5% | +3.6% | +1.4% |
| 30D | +12.0% | -5.0% | +16.9% | +12.5% |
| 3M | +0.2% | -10.5% | +10.6% | +1.3% |
| 6M | +10.3% | +10.0% | +0.3% | +7.9% |
| YTD | +6.7% | +30.7% | -23.9% | +1.1% |
| 1Y | +10.9% | +43.8% | -32.9% | +2.8% |
| 3Y | -12.6% | +168.1% | -180.7% | -26.9% |
| All | -12.6% | +165.4% | -178.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling