-41.8%
KHC vs SWK
+49.5%
-91.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +13.1% | -9.4% | +0.7% |
| 7D | +6.6% | +17.9% | -11.3% | +2.5% |
| 30D | +16.5% | +31.9% | -15.5% | +9.2% |
| 3M | -3.0% | +16.6% | -19.5% | -6.5% |
| 6M | +17.4% | +61.1% | -43.8% | +4.6% |
| YTD | +10.3% | +64.2% | -53.9% | -2.9% |
| 1Y | +12.5% | +85.2% | -72.8% | -4.0% |
| 3Y | -9.6% | +50.2% | -59.8% | -21.6% |
| 5Y | -12.0% | -22.8% | +10.9% | -9.9% |
| 10Y | -51.6% | +35.8% | -87.4% | -63.1% |
| All | -41.8% | +49.5% | -91.3% | -59.5% |
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