-17.3%
SLB vs KHC
-54.5%
+37.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | -4.3% | -1.1% | -3.1% | -3.9% |
| 30D | +1.9% | +8.8% | -6.9% | -1.8% |
| 3M | -5.7% | -1.2% | -4.5% | -5.8% |
| 6M | -5.3% | +4.6% | -10.0% | -8.4% |
| YTD | +32.2% | +5.1% | +27.0% | +26.9% |
| 1Y | +38.5% | +6.2% | +32.3% | +32.3% |
| 3Y | +1.1% | -12.9% | +14.0% | +2.9% |
| 5Y | +70.3% | -16.8% | +87.0% | +72.8% |
| 10Y | -17.3% | -52.4% | +35.2% | -23.7% |
| All | -17.3% | -54.5% | +37.2% | -23.7% |
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 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