+9.5%
SNOW vs KHC
+11.6%
-2.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -0.6% |
| 7D | -14.5% | +6.6% | -21.1% | -13.1% |
| 30D | -14.3% | +16.5% | -30.8% | -11.5% |
| 3M | -8.3% | -3.0% | -5.3% | -7.7% |
| 6M | +101.5% | +17.4% | +84.1% | +107.6% |
| YTD | +32.5% | +10.3% | +22.1% | +38.9% |
| 1Y | +9.5% | +12.5% | -3.0% | +18.8% |
| All | +9.5% | +11.6% | -2.1% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling