+28.4%
SNPS vs KHC
-14.1%
+42.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.9% |
| 7D | -10.2% | +5.9% | -16.1% | -9.8% |
| 30D | -12.8% | +14.9% | -27.8% | -12.1% |
| 3M | +9.9% | 0.0% | +9.9% | +10.3% |
| 6M | -12.4% | +16.2% | -28.6% | -11.7% |
| YTD | -6.3% | +9.8% | -16.1% | -5.3% |
| 1Y | +7.6% | +12.1% | -4.4% | +8.6% |
| 3Y | -9.8% | -10.1% | +0.3% | -9.5% |
| All | +28.4% | -14.1% | +42.5% | +36.6% |
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 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