-52.3%
KHC vs SWK
+21.9%
-74.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -4.6% | -2.3% | -2.3% | -4.1% |
| 30D | +8.1% | +30.4% | -22.3% | +1.9% |
| 3M | 0.0% | +12.1% | -12.1% | -2.7% |
| 6M | +7.9% | +49.1% | -41.1% | -1.7% |
| YTD | +5.3% | +60.4% | -55.2% | -6.4% |
| 1Y | +5.1% | +78.3% | -73.2% | -8.9% |
| 3Y | -12.8% | +53.3% | -66.1% | -24.3% |
| 5Y | -16.2% | -27.0% | +10.8% | -12.8% |
| 10Y | -52.3% | +20.8% | -73.1% | -58.5% |
| All | -52.3% | +21.9% | -74.1% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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