-18.2%
SLB vs KHC
-42.1%
+24.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.6% |
| 7D | -7.1% | +1.1% | -8.2% | -7.6% |
| 30D | +4.1% | +12.0% | -7.9% | -0.7% |
| 3M | -2.6% | +0.2% | -2.8% | -3.3% |
| 6M | -8.6% | +10.3% | -18.9% | -13.3% |
| YTD | +32.2% | +6.7% | +25.5% | +26.3% |
| 1Y | +40.7% | +10.9% | +29.8% | +32.2% |
| 3Y | -4.5% | -12.6% | +8.1% | -2.9% |
| 5Y | +66.4% | -16.3% | +82.7% | +68.7% |
| 10Y | -15.1% | -53.2% | +38.1% | -14.7% |
| All | -18.2% | -42.1% | +24.0% | -23.2% |
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 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