+84.4%
SNOW vs KHC
-12.8%
+97.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.5% |
| 7D | +0.2% | -1.1% | +1.4% | +0.1% |
| 30D | -19.8% | +8.8% | -28.7% | -18.8% |
| 3M | -11.6% | -1.2% | -10.4% | -11.6% |
| 6M | +94.0% | +4.6% | +89.4% | +95.0% |
| YTD | +34.8% | +5.1% | +29.7% | +36.7% |
| 1Y | +10.1% | +6.2% | +3.9% | +11.8% |
| 3Y | +84.4% | -12.9% | +97.3% | +73.6% |
| All | +84.4% | -12.8% | +97.2% | +73.6% |
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