+1,789.8%
SMH vs KHC
-54.5%
+1,844.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | +1.4% | -2.5% | +3.9% | +1.9% |
| 30D | -2.2% | +0.5% | -2.7% | -2.4% |
| 3M | -1.9% | +3.0% | -4.9% | -3.2% |
| 6M | +41.0% | +6.6% | +34.4% | +37.7% |
| YTD | +55.6% | +5.8% | +49.8% | +51.7% |
| 1Y | +86.8% | -2.2% | +89.0% | +85.3% |
| 3Y | +277.7% | -12.5% | +290.2% | +277.0% |
| 5Y | +324.2% | -13.6% | +337.7% | +316.5% |
| All | +1,789.8% | -54.5% | +1,844.3% | +1,819.8% |
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