-12.4%
KHC vs SWKS
+3.5%
-15.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -2.0% | -2.7% | +0.7% | -1.9% |
| 30D | +9.7% | +8.5% | +1.2% | +8.9% |
| 3M | -2.0% | +17.3% | -19.3% | -3.5% |
| 6M | +5.4% | +25.1% | -19.7% | +2.6% |
| YTD | +5.9% | +33.3% | -27.4% | +1.9% |
| 1Y | +7.5% | +22.9% | -15.4% | +4.2% |
| 3Y | -12.4% | +5.5% | -18.0% | -13.3% |
| All | -12.4% | +3.5% | -15.9% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling