-42.1%
KHC vs SUI
+172.6%
-214.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +5.9% | +8.8% | -2.8% | +3.0% |
| 30D | +14.9% | +8.9% | +6.0% | +11.7% |
| 3M | 0.0% | +2.0% | -2.1% | -0.8% |
| 6M | +16.2% | -0.6% | +16.8% | +16.4% |
| YTD | +9.8% | +1.3% | +8.5% | +9.1% |
| 1Y | +12.1% | +1.3% | +10.8% | +11.3% |
| 3Y | -10.1% | +16.3% | -26.3% | -15.9% |
| 5Y | -13.9% | -25.1% | +11.2% | -7.9% |
| 10Y | -51.9% | +121.1% | -172.9% | -69.9% |
| All | -42.1% | +172.6% | -214.7% | -68.8% |
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