-43.1%
KHC vs SWK
+22.0%
-65.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.8% | -0.4% | -1.3% | -1.7% |
| 30D | -1.9% | -5.7% | +3.8% | -0.6% |
| 3M | +14.4% | +24.1% | -9.7% | +8.4% |
| 6M | +8.7% | +24.7% | -16.0% | +2.5% |
| YTD | +7.8% | +33.9% | -26.2% | -0.4% |
| 1Y | -1.5% | +34.7% | -36.2% | -9.6% |
| 3Y | -9.9% | +15.3% | -25.1% | -16.8% |
| 5Y | -10.7% | -39.3% | +28.6% | -3.1% |
| 10Y | -55.7% | +2.5% | -58.2% | -63.2% |
| All | -43.1% | +22.0% | -65.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling