-43.0%
KHC vs SU
+272.1%
-315.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.2% | -1.0% | -1.2% | -2.1% |
| 30D | -0.1% | +13.7% | -13.8% | -2.1% |
| 3M | +8.3% | +8.0% | +0.3% | +6.8% |
| 6M | +5.0% | +21.0% | -16.0% | +1.2% |
| YTD | +8.0% | +56.2% | -48.3% | -0.2% |
| 1Y | -1.1% | +72.2% | -73.3% | -10.2% |
| 3Y | -10.7% | +118.1% | -128.8% | -23.1% |
| 5Y | -13.5% | +350.3% | -363.8% | -37.0% |
| 10Y | -55.4% | +248.5% | -303.9% | -67.7% |
| All | -43.0% | +272.1% | -315.2% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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