-14.8%
KHC vs STZ
-29.7%
+14.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.2% |
| 7D | +1.1% | +4.9% | -3.8% | -0.6% |
| 30D | +12.0% | +20.9% | -8.9% | +5.0% |
| 3M | +0.2% | +8.0% | -7.8% | -2.6% |
| 6M | +10.3% | -5.3% | +15.6% | +11.8% |
| YTD | +6.7% | +5.9% | +0.8% | +3.1% |
| 1Y | +10.9% | +14.2% | -3.4% | +3.8% |
| 3Y | -12.6% | -37.0% | +24.3% | -0.6% |
| All | -14.8% | -29.7% | +14.9% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling