-43.1%
KHC vs SYY
+198.5%
-241.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -1.8% | -2.3% | +0.5% | -1.1% |
| 30D | -1.9% | -4.9% | +3.1% | -0.5% |
| 3M | +14.4% | +8.4% | +6.0% | +11.8% |
| 6M | +8.7% | -7.4% | +16.1% | +10.4% |
| YTD | +7.8% | +11.0% | -3.2% | +3.5% |
| 1Y | -1.5% | -0.2% | -1.3% | -2.4% |
| 3Y | -9.9% | +23.8% | -33.6% | -16.2% |
| 5Y | -10.7% | +18.1% | -28.9% | -16.9% |
| 10Y | -55.7% | +94.6% | -150.3% | -66.6% |
| All | -43.1% | +198.5% | -241.7% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 all: compounded portfolio wealth divided by compounded SYY 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…
all analysis · Full analysis span regression · 6 months rolling