-43.1%
KHC vs SUI
+164.1%
-207.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.8% | -2.8% | +1.1% | -0.8% |
| 30D | -1.9% | -1.2% | -0.7% | -1.5% |
| 3M | +14.4% | -1.7% | +16.1% | +15.1% |
| 6M | +8.7% | -10.5% | +19.2% | +12.7% |
| YTD | +7.8% | -1.8% | +9.6% | +8.3% |
| 1Y | -1.5% | -4.1% | +2.6% | -0.4% |
| 3Y | -9.9% | +11.3% | -21.1% | -14.5% |
| 5Y | -10.7% | -32.1% | +21.4% | -1.0% |
| 10Y | -55.7% | +110.4% | -166.1% | -71.8% |
| All | -43.1% | +164.1% | -207.2% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling