-49.9%
KHC vs STZ
+13.4%
-63.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | +2.0% | +2.6% | -0.5% | +1.1% |
| 30D | +10.6% | +15.2% | -4.6% | +5.2% |
| 3M | +0.5% | +7.6% | -7.1% | -2.3% |
| 6M | +12.1% | +5.3% | +6.8% | +9.5% |
| YTD | +8.9% | +8.6% | +0.3% | +4.3% |
| 1Y | +7.5% | +15.6% | -8.1% | +0.4% |
| 3Y | -10.7% | -35.2% | +24.4% | +1.3% |
| 5Y | -13.2% | -29.1% | +15.9% | -5.6% |
| All | -49.9% | +13.4% | -63.3% | -56.3% |
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