-51.2%
KHC vs SPG
+114.5%
-165.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.3% | +3.1% | -6.4% | -3.9% |
| 30D | +9.1% | +16.4% | -7.3% | +6.3% |
| 3M | +1.4% | +7.1% | -5.7% | +0.2% |
| 6M | +8.4% | +16.1% | -7.7% | +5.6% |
| YTD | +6.2% | +30.4% | -24.3% | +1.3% |
| 1Y | +5.7% | +33.0% | -27.3% | +0.5% |
| 3Y | -12.0% | +134.6% | -146.7% | -24.4% |
| 5Y | -15.3% | +84.9% | -100.2% | -25.3% |
| All | -51.2% | +114.5% | -165.7% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling