-2.9%
SHOP vs KHC
-16.5%
+13.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.8% | +6.4% | +3.6% |
| 7D | -5.4% | +1.1% | -6.6% | -5.4% |
| 30D | -10.3% | +12.0% | -22.3% | -10.3% |
| 3M | +1.0% | +0.2% | +0.8% | +1.1% |
| 6M | +41.2% | +10.3% | +30.9% | +41.6% |
| YTD | -7.5% | +6.7% | -14.2% | -7.1% |
| 1Y | -4.6% | +10.9% | -15.4% | -4.1% |
| 3Y | +146.4% | -12.6% | +159.1% | +143.6% |
| All | -2.9% | -16.5% | +13.6% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling