+30.5%
SNOW vs KHC
+1.9%
+28.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.3% |
| 7D | +8.4% | -4.8% | +13.2% | +8.1% |
| 30D | -1.0% | +0.3% | -1.3% | -1.0% |
| 3M | +38.3% | +6.7% | +31.6% | +38.7% |
| 6M | +81.3% | +4.2% | +77.1% | +82.0% |
| YTD | +51.1% | +6.7% | +44.4% | +52.1% |
| 1Y | +47.0% | -1.4% | +48.4% | +47.5% |
| 3Y | +99.7% | -11.8% | +111.5% | +100.1% |
| 5Y | +3.6% | -13.4% | +17.0% | +5.6% |
| All | +30.5% | +1.9% | +28.6% | +25.0% |
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