+3.2%
SLB vs KHC
-10.0%
+13.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.8% | -1.8% | +2.6% | +1.2% |
| 30D | +15.8% | -1.9% | +17.7% | +16.2% |
| 3M | -0.3% | +14.4% | -14.7% | -3.8% |
| 6M | +21.3% | +8.7% | +12.6% | +18.3% |
| YTD | +52.3% | +7.8% | +44.5% | +48.5% |
| 1Y | +63.6% | -1.5% | +65.1% | +63.8% |
| All | +3.2% | -10.0% | +13.2% | +1.2% |
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