-55.8%
KHC vs SW
+147.8%
-203.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -1.8% | -5.1% | +3.3% | -1.4% |
| 30D | -1.9% | -4.6% | +2.7% | -1.6% |
| 3M | +14.4% | +9.4% | +5.0% | +13.6% |
| 6M | +8.7% | +3.5% | +5.2% | +8.2% |
| YTD | +7.8% | +22.0% | -14.3% | +6.0% |
| 1Y | -1.5% | +2.2% | -3.7% | -2.2% |
| 3Y | -9.9% | +19.6% | -29.4% | -12.1% |
| 5Y | -10.7% | -2.3% | -8.4% | -13.1% |
| All | -55.8% | +147.8% | -203.5% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling