+17.1%
SNPS vs KHC
-10.4%
+27.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.4% |
| 7D | -11.0% | -1.8% | -9.3% | -11.1% |
| 30D | -1.7% | -1.9% | +0.1% | -1.8% |
| 3M | -20.4% | +14.4% | -34.7% | -20.1% |
| 6M | -8.6% | +8.7% | -17.3% | -8.3% |
| YTD | -16.2% | +7.8% | -23.9% | -15.7% |
| 1Y | -34.6% | -1.5% | -33.1% | -34.2% |
| 3Y | -14.5% | -9.9% | -4.6% | -14.6% |
| All | +17.1% | -10.4% | +27.5% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling