-13.9%
KHC vs SW
-1.6%
-12.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +5.9% | +4.7% | +1.3% | +5.8% |
| 30D | +14.9% | +5.0% | +9.9% | +14.7% |
| 3M | 0.0% | -7.3% | +7.3% | +0.2% |
| 6M | +16.2% | +15.0% | +1.2% | +15.6% |
| YTD | +9.8% | +18.5% | -8.7% | +9.1% |
| 1Y | +12.1% | +27.1% | -15.1% | +11.1% |
| 3Y | -10.1% | +49.3% | -59.4% | -10.5% |
| 5Y | -13.9% | -1.6% | -12.2% | -17.0% |
| All | -13.9% | -1.6% | -12.2% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling