+514.9%
STM vs KHC
-42.1%
+557.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.8% | +7.2% | +5.1% |
| 7D | -10.7% | +1.1% | -11.8% | -11.1% |
| 30D | -25.7% | +12.0% | -37.7% | -28.3% |
| 3M | -21.6% | +0.2% | -21.7% | -22.2% |
| 6M | -27.8% | +10.3% | -38.1% | -31.0% |
| YTD | +61.8% | +6.7% | +55.0% | +55.3% |
| 1Y | +78.1% | +10.9% | +67.2% | +68.8% |
| 3Y | +4.9% | -12.6% | +17.5% | +5.7% |
| 5Y | -14.3% | -16.3% | +2.0% | -14.3% |
| 10Y | +414.1% | -53.2% | +467.3% | +435.7% |
| All | +514.9% | -42.1% | +557.0% | +467.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling