-13.9%
KHC vs SWK
-25.4%
+11.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | +5.9% | +11.3% | -5.3% | +4.4% |
| 30D | +14.9% | +28.1% | -13.2% | +11.4% |
| 3M | 0.0% | +12.6% | -12.6% | -1.6% |
| 6M | +16.2% | +51.7% | -35.5% | +10.1% |
| YTD | +9.8% | +60.0% | -50.1% | +3.0% |
| 1Y | +12.1% | +72.7% | -60.6% | +4.0% |
| 3Y | -10.1% | +46.3% | -56.4% | -16.4% |
| 5Y | -13.9% | -24.6% | +10.7% | -13.8% |
| All | -13.9% | -25.4% | +11.6% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling