+4,777.5%
SHOP vs KHC
-42.1%
+4,819.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.8% | +6.4% | +4.1% |
| 7D | -5.4% | +1.1% | -6.6% | -5.6% |
| 30D | -10.3% | +12.0% | -22.3% | -12.1% |
| 3M | +1.0% | +0.2% | +0.8% | +0.8% |
| 6M | +41.2% | +10.3% | +30.9% | +38.5% |
| YTD | -7.5% | +6.7% | -14.2% | -9.0% |
| 1Y | -4.6% | +10.9% | -15.4% | -6.9% |
| 3Y | +146.4% | -12.6% | +159.1% | +147.2% |
| 5Y | -2.5% | -16.3% | +13.7% | -2.4% |
| 10Y | +3,703.6% | -53.2% | +3,756.8% | +4,199.6% |
| All | +4,777.5% | -42.1% | +4,819.6% | +4,620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling