+660.9%
SNPS vs KHC
-50.5%
+711.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.0% |
| 7D | +1.1% | +2.0% | -1.0% | +0.8% |
| 30D | -5.2% | +10.6% | -15.8% | -6.7% |
| 3M | +10.6% | +0.5% | +10.0% | +10.2% |
| 6M | -10.6% | +12.1% | -22.7% | -12.7% |
| YTD | -3.1% | +8.9% | -12.0% | -5.2% |
| 1Y | +15.6% | +7.5% | +8.1% | +13.3% |
| 3Y | -12.9% | -10.7% | -2.2% | -12.9% |
| 5Y | +31.2% | -13.2% | +44.3% | +30.1% |
| All | +660.9% | -50.5% | +711.4% | +564.4% |
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