-16.8%
KHC vs SUI
-25.9%
+9.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -1.1% | +3.4% | -4.6% | -2.0% |
| 30D | +8.8% | +4.6% | +4.2% | +7.6% |
| 3M | -1.2% | +1.6% | -2.8% | -1.7% |
| 6M | +4.6% | -3.5% | +8.1% | +5.6% |
| YTD | +5.1% | -1.0% | +6.1% | +5.3% |
| 1Y | +6.2% | -1.7% | +8.0% | +6.5% |
| 3Y | -12.9% | +18.4% | -31.3% | -16.5% |
| 5Y | -16.8% | -26.3% | +9.6% | -14.3% |
| All | -16.8% | -25.9% | +9.2% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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