+16.1%
STM vs KHC
-12.1%
+28.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.5% |
| 7D | +16.3% | -3.3% | +19.6% | +16.2% |
| 30D | -6.3% | +9.1% | -15.4% | -6.5% |
| 3M | -14.1% | +1.4% | -15.5% | -14.0% |
| 6M | -19.6% | +8.4% | -27.9% | -20.7% |
| YTD | +80.1% | +6.2% | +74.0% | +77.8% |
| 1Y | +95.4% | +5.7% | +89.7% | +92.9% |
| All | +16.1% | -12.1% | +28.1% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling