-43.1%
KHC vs STT
+247.6%
-290.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.8% | +0.5% | -2.2% | -1.9% |
| 30D | -1.9% | +3.9% | -5.7% | -2.9% |
| 3M | +14.4% | +20.0% | -5.6% | +8.8% |
| 6M | +8.7% | +55.3% | -46.6% | -3.7% |
| YTD | +7.8% | +53.3% | -45.6% | -4.4% |
| 1Y | -1.5% | +74.7% | -76.2% | -15.9% |
| 3Y | -9.9% | +205.8% | -215.7% | -34.7% |
| 5Y | -10.7% | +145.0% | -155.7% | -33.8% |
| 10Y | -55.7% | +266.0% | -321.7% | -74.3% |
| All | -43.1% | +247.6% | -290.8% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling