+673.8%
STX vs KHC
-9.8%
+683.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -1.9% |
| 7D | +14.6% | +2.0% | +12.6% | +15.7% |
| 30D | -26.0% | +10.6% | -36.6% | -22.2% |
| 3M | -42.6% | +0.5% | -43.1% | -41.4% |
| 6M | -35.3% | +12.1% | -47.3% | -31.7% |
| YTD | +92.5% | +8.9% | +83.6% | +103.0% |
| 1Y | +102.4% | +7.5% | +94.9% | +113.4% |
| 3Y | +673.8% | -10.7% | +684.6% | +737.1% |
| All | +673.8% | -9.8% | +683.6% | +737.1% |
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