-43.1%
KHC vs STZ
+31.3%
-74.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.8% | -1.9% | +0.2% | -1.1% |
| 30D | -1.9% | -1.9% | 0.0% | -1.2% |
| 3M | +14.4% | -6.2% | +20.6% | +16.9% |
| 6M | +8.7% | -14.0% | +22.7% | +14.2% |
| YTD | +7.8% | -5.1% | +12.9% | +8.5% |
| 1Y | -1.5% | -9.6% | +8.0% | +0.7% |
| 3Y | -9.9% | -47.2% | +37.4% | +11.3% |
| 5Y | -10.7% | -33.6% | +22.8% | -0.3% |
| 10Y | -55.7% | -9.8% | -45.9% | -59.8% |
| All | -43.1% | +31.3% | -74.4% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling