-14.8%
KHC vs SWKS
-42.6%
+27.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.9% |
| 7D | +1.1% | -6.2% | +7.3% | +1.5% |
| 30D | +12.0% | -1.5% | +13.5% | +12.0% |
| 3M | +0.2% | +23.0% | -22.8% | -1.3% |
| 6M | +10.3% | +27.6% | -17.3% | +7.8% |
| YTD | +6.7% | +32.3% | -25.6% | +3.7% |
| 1Y | +10.9% | +20.1% | -9.3% | +8.4% |
| 3Y | -12.6% | +0.6% | -13.3% | -15.1% |
| All | -14.8% | -42.6% | +27.8% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling