-42.5%
KHC vs SYY
+189.6%
-232.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +2.3% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | +10.6% | -4.8% | +15.4% | +12.0% |
| 3M | +0.5% | -7.1% | +7.6% | +2.4% |
| 6M | +12.1% | +6.8% | +5.3% | +9.7% |
| YTD | +8.9% | +7.7% | +1.2% | +5.3% |
| 1Y | +7.5% | +5.7% | +1.8% | +4.4% |
| 3Y | -10.7% | +24.6% | -35.3% | -17.3% |
| 5Y | -13.2% | +15.6% | -28.8% | -18.8% |
| 10Y | -50.6% | +87.9% | -138.5% | -62.5% |
| All | -42.5% | +189.6% | -232.1% | -63.3% |
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