+21.0%
STM vs KHC
-10.4%
+31.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -34.5% |
| 6M | +57.4% | +8.7% | +48.6% | +55.2% |
| YTD | +102.2% | +7.8% | +94.4% | +99.5% |
| 1Y | +99.6% | -1.5% | +101.1% | +99.9% |
| 3Y | +14.5% | -9.9% | +24.4% | +15.6% |
| All | +21.0% | -10.4% | +31.4% | +26.5% |
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