-14.1%
KHC vs STT
+104.1%
-118.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.0% | +4.8% | -2.7% | +1.5% |
| 30D | +10.6% | +3.9% | +6.7% | +10.1% |
| 3M | +0.5% | -8.2% | +8.7% | +1.3% |
| 6M | +12.1% | +15.6% | -3.6% | +9.7% |
| YTD | +8.9% | +37.6% | -28.7% | +4.1% |
| 1Y | +7.5% | +50.1% | -42.6% | +1.5% |
| 3Y | -10.7% | +183.1% | -193.8% | -22.4% |
| All | -14.1% | +104.1% | -118.2% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling