+5.0%
SYK vs KHC
-14.2%
+19.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -12.3% | -2.5% | -9.8% | -11.8% |
| 30D | -22.4% | +0.5% | -23.0% | -22.6% |
| 3M | -12.3% | +3.0% | -15.4% | -12.9% |
| 6M | -24.3% | +6.6% | -30.9% | -25.4% |
| YTD | -22.8% | +5.8% | -28.5% | -23.9% |
| 1Y | -28.8% | -2.2% | -26.6% | -28.6% |
| 3Y | -4.0% | -12.5% | +8.6% | -2.9% |
| All | +5.0% | -14.2% | +19.2% | +6.8% |
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