-41.8%
KHC vs SW
+124.0%
-165.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.5% |
| 7D | +6.6% | +12.1% | -5.4% | +5.8% |
| 30D | +16.5% | +6.6% | +9.9% | +16.0% |
| 3M | -3.0% | -6.0% | +3.0% | -2.7% |
| 6M | +17.4% | +21.5% | -4.1% | +15.7% |
| YTD | +10.3% | +20.3% | -10.0% | +8.6% |
| 1Y | +12.5% | +28.1% | -15.7% | +10.3% |
| 3Y | -9.6% | +51.6% | -61.2% | -13.0% |
| 5Y | -12.0% | -0.1% | -11.8% | -14.4% |
| 10Y | -51.6% | +189.7% | -241.4% | -58.0% |
| All | -41.8% | +124.0% | -165.8% | -52.1% |
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