-43.7%
KHC vs STZ
+46.6%
-90.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.1% |
| 7D | +1.1% | +4.9% | -3.8% | -0.7% |
| 30D | +12.0% | +20.9% | -8.9% | +4.4% |
| 3M | +0.2% | +8.0% | -7.8% | -2.8% |
| 6M | +10.3% | -5.3% | +15.6% | +12.0% |
| YTD | +6.7% | +5.9% | +0.8% | +3.0% |
| 1Y | +10.9% | +14.2% | -3.4% | +3.7% |
| 3Y | -12.6% | -37.0% | +24.3% | +0.8% |
| 5Y | -16.3% | -29.7% | +13.4% | -8.5% |
| 10Y | -53.2% | +5.2% | -58.4% | -60.2% |
| All | -43.7% | +46.6% | -90.3% | -61.2% |
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