-55.8%
KHC vs SWKS
+23.7%
-79.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.2% |
| 7D | -1.8% | +12.5% | -14.3% | -3.6% |
| 30D | -1.9% | +10.5% | -12.4% | -3.5% |
| 3M | +14.4% | -7.4% | +21.8% | +15.1% |
| 6M | +8.7% | +32.7% | -23.9% | +1.9% |
| YTD | +7.8% | +19.2% | -11.4% | +2.8% |
| 1Y | -1.5% | +2.4% | -3.9% | -3.9% |
| 3Y | -9.9% | -25.6% | +15.8% | -9.7% |
| 5Y | -10.7% | -53.4% | +42.7% | -2.7% |
| All | -55.8% | +23.7% | -79.5% | -66.5% |
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