-4.8%
SLB vs KHC
-55.7%
+50.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.4% | -2.2% | +2.6% | +1.3% |
| 30D | +13.6% | -0.1% | +13.7% | +13.5% |
| 3M | +1.5% | +8.3% | -6.8% | -2.4% |
| 6M | +23.0% | +5.0% | +18.1% | +19.3% |
| YTD | +51.2% | +8.0% | +43.2% | +44.4% |
| 1Y | +63.5% | -1.1% | +64.6% | +61.5% |
| 3Y | +2.5% | -10.7% | +13.2% | +3.6% |
| 5Y | +139.2% | -13.5% | +152.7% | +140.0% |
| 10Y | -4.8% | -55.4% | +50.6% | -11.1% |
| All | -4.8% | -55.7% | +50.9% | -11.1% |
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