0.0%
SHOP vs KHC
-3.0%
+3.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -5.1% | -3.3% | -1.8% | -5.0% |
| 30D | +0.6% | -3.4% | +4.0% | +0.5% |
| 3M | +25.0% | +12.6% | +12.4% | +26.4% |
| 6M | +11.9% | +7.0% | +4.9% | +13.1% |
| YTD | -9.9% | +6.1% | -15.9% | -7.9% |
| 1Y | 0.0% | -3.1% | +3.0% | +1.7% |
| All | 0.0% | -3.0% | +3.0% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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