+3,647.2%
SHOP vs KHC
-54.7%
+3,701.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | -2.7% | -2.0% | -0.6% | -2.4% |
| 30D | -11.0% | +9.7% | -20.7% | -12.0% |
| 3M | +0.3% | -2.0% | +2.3% | +0.5% |
| 6M | +37.7% | +5.4% | +32.3% | +36.7% |
| YTD | -5.5% | +5.9% | -11.4% | -6.5% |
| 1Y | -0.2% | +7.5% | -7.7% | -1.4% |
| 3Y | +151.9% | -12.4% | +164.3% | +152.3% |
| 5Y | -2.2% | -15.8% | +13.6% | -2.0% |
| 10Y | +3,647.2% | -54.1% | +3,701.2% | +3,437.1% |
| All | +3,647.2% | -54.7% | +3,701.9% | +3,437.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling