-44.0%
KHC vs SW
+127.2%
-171.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -3.3% | -5.1% | +1.8% | -3.0% |
| 30D | -3.4% | -4.6% | +1.2% | -3.1% |
| 3M | +12.6% | +9.4% | +3.2% | +11.8% |
| 6M | +7.0% | +3.5% | +3.5% | +6.5% |
| YTD | +6.1% | +22.0% | -15.9% | +4.4% |
| 1Y | -3.1% | +2.2% | -5.3% | -3.7% |
| 3Y | -11.3% | +19.6% | -30.9% | -13.4% |
| 5Y | -12.1% | -2.3% | -9.8% | -14.4% |
| 10Y | -56.4% | +181.4% | -237.8% | -62.0% |
| All | -44.0% | +127.2% | -171.2% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling