+32.8%
SNOW vs KHC
+2.9%
+29.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.5% |
| 7D | +2.8% | -1.8% | +4.6% | +2.7% |
| 30D | +6.4% | -1.9% | +8.3% | +6.3% |
| 3M | +38.1% | +14.4% | +23.7% | +39.1% |
| 6M | +100.4% | +8.7% | +91.7% | +101.6% |
| YTD | +53.7% | +7.8% | +45.9% | +54.8% |
| 1Y | +52.0% | -1.5% | +53.5% | +52.6% |
| 3Y | +114.7% | -9.9% | +124.5% | +115.2% |
| 5Y | +8.8% | -10.7% | +19.5% | +10.7% |
| All | +32.8% | +2.9% | +29.9% | +27.2% |
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