+7.0%
KHC vs SWKS
+21.0%
-14.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -2.0% | -2.7% | +0.7% | -2.0% |
| 30D | +9.7% | +8.5% | +1.2% | +9.4% |
| 3M | -2.0% | +17.3% | -19.3% | -2.2% |
| 6M | +5.4% | +25.1% | -19.7% | +4.3% |
| YTD | +5.9% | +33.3% | -27.4% | +3.6% |
| All | +7.0% | +21.0% | -14.0% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling