+675.0%
SNPS vs KHC
-52.1%
+727.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | -0.2% | -4.6% | +4.4% | +0.4% |
| 30D | -8.0% | +8.1% | -16.1% | -9.3% |
| 3M | +12.5% | 0.0% | +12.4% | +12.1% |
| 6M | -10.5% | +7.9% | -18.4% | -12.1% |
| YTD | -1.6% | +5.3% | -6.9% | -3.3% |
| 1Y | +16.8% | +5.1% | +11.7% | +14.8% |
| 3Y | -10.9% | -12.8% | +1.9% | -10.6% |
| 5Y | +35.8% | -16.2% | +52.0% | +35.3% |
| 10Y | +675.0% | -52.3% | +727.2% | +588.6% |
| All | +675.0% | -52.1% | +727.1% | +588.6% |
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 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