-4.5%
SLB vs KHC
-12.7%
+8.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.0% |
| 7D | -7.1% | +1.1% | -8.2% | -7.3% |
| 30D | +4.1% | +12.0% | -7.9% | +1.6% |
| 3M | -2.6% | +0.2% | -2.8% | -2.9% |
| 6M | -8.6% | +10.3% | -18.9% | -11.3% |
| YTD | +32.2% | +6.7% | +25.5% | +29.0% |
| 1Y | +40.7% | +10.9% | +29.8% | +35.6% |
| 3Y | -4.5% | -12.6% | +8.1% | -13.1% |
| All | -4.5% | -12.7% | +8.2% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling