-55.4%
KHC vs STZ
-14.3%
-41.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +2.2% |
| 7D | -2.2% | -7.4% | +5.2% | +0.4% |
| 30D | -0.1% | -10.9% | +10.8% | +4.0% |
| 3M | +8.3% | -13.4% | +21.8% | +13.7% |
| 6M | +5.0% | -16.2% | +21.2% | +11.1% |
| YTD | +8.0% | -10.4% | +18.4% | +10.9% |
| 1Y | -1.1% | -14.8% | +13.7% | +3.1% |
| 3Y | -10.7% | -50.1% | +39.4% | +11.7% |
| 5Y | -13.5% | -38.8% | +25.3% | -0.9% |
| 10Y | -55.4% | -14.1% | -41.3% | -57.7% |
| All | -55.4% | -14.3% | -41.1% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling