+463.1%
STM vs KHC
-52.1%
+515.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | -4.6% | +6.0% | +2.4% |
| 30D | -8.4% | +8.1% | -16.5% | -10.4% |
| 3M | -15.8% | 0.0% | -15.8% | -16.4% |
| 6M | -22.8% | +7.9% | -30.8% | -25.5% |
| YTD | +79.4% | +5.3% | +74.1% | +73.4% |
| 1Y | +97.0% | +5.1% | +91.9% | +90.4% |
| 3Y | +14.2% | -12.8% | +27.0% | +15.0% |
| 5Y | -4.5% | -16.2% | +11.7% | -4.5% |
| 10Y | +463.1% | -52.3% | +515.3% | +406.4% |
| All | +463.1% | -52.1% | +515.2% | +406.4% |
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