-54.1%
KHC vs SWKS
+37.5%
-91.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -2.0% | -2.7% | +0.7% | -1.7% |
| 30D | +9.7% | +8.5% | +1.2% | +8.2% |
| 3M | -2.0% | +17.3% | -19.3% | -5.0% |
| 6M | +5.4% | +25.1% | -19.7% | 0.0% |
| YTD | +5.9% | +33.3% | -27.4% | -1.3% |
| 1Y | +7.5% | +22.9% | -15.4% | +1.5% |
| 3Y | -12.4% | +5.5% | -18.0% | -18.2% |
| 5Y | -15.8% | -41.9% | +26.1% | -12.8% |
| 10Y | -54.1% | +32.4% | -86.5% | -64.8% |
| All | -54.1% | +37.5% | -91.6% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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