+15.7%
STM vs KHC
-10.0%
+25.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +5.8% | -1.8% | +7.6% | +5.9% |
| 30D | -1.0% | -1.9% | +0.9% | -0.9% |
| 3M | -33.3% | +14.4% | -47.7% | -34.9% |
| 6M | +57.4% | +8.7% | +48.6% | +54.5% |
| YTD | +102.2% | +7.8% | +94.4% | +98.8% |
| 1Y | +99.6% | -1.5% | +101.1% | +100.9% |
| All | +15.7% | -10.0% | +25.8% | +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 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