-54.3%
KHC vs SWKS
+33.1%
-87.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -3.0% |
| 7D | +1.1% | -6.2% | +7.3% | +2.0% |
| 30D | +12.0% | -1.5% | +13.5% | +12.1% |
| 3M | +0.2% | +23.0% | -22.8% | -3.6% |
| 6M | +10.3% | +27.6% | -17.3% | +4.3% |
| YTD | +6.7% | +32.3% | -25.6% | -0.4% |
| 1Y | +10.9% | +20.1% | -9.3% | +5.1% |
| 3Y | -12.6% | +0.6% | -13.3% | -17.6% |
| 5Y | -16.3% | -42.3% | +26.0% | -13.2% |
| All | -54.3% | +33.1% | -87.4% | -65.0% |
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