-43.7%
KHC vs STT
+196.3%
-239.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +1.1% | -2.5% | +3.6% | +1.7% |
| 30D | +12.0% | -5.0% | +16.9% | +13.3% |
| 3M | +0.2% | -10.5% | +10.6% | +2.7% |
| 6M | +10.3% | +10.0% | +0.3% | +6.9% |
| YTD | +6.7% | +30.7% | -23.9% | -1.6% |
| 1Y | +10.9% | +43.8% | -32.9% | -0.5% |
| 3Y | -12.6% | +168.1% | -180.7% | -34.7% |
| 5Y | -16.3% | +101.4% | -117.7% | -34.5% |
| 10Y | -53.2% | +211.3% | -264.5% | -71.8% |
| All | -43.7% | +196.3% | -239.9% | -64.5% |
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