+97.4%
STM vs KHC
-2.0%
+99.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +5.2% | -2.2% | +7.4% | +4.6% |
| 30D | -7.4% | -0.1% | -7.3% | -7.2% |
| 3M | -30.6% | +8.3% | -39.0% | -29.4% |
| 6M | +66.4% | +5.0% | +61.4% | +68.3% |
| YTD | +101.1% | +8.0% | +93.1% | +106.6% |
| 1Y | +97.4% | -1.1% | +98.5% | +107.6% |
| All | +97.4% | -2.0% | +99.3% | +107.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling