-55.4%
KHC vs SPG
+61.5%
-117.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -0.1% | -4.9% | +4.9% | +0.8% |
| 3M | +8.3% | +3.3% | +5.0% | +7.8% |
| 6M | +5.0% | +11.2% | -6.3% | +3.0% |
| YTD | +8.0% | +17.1% | -9.1% | +5.0% |
| 1Y | -1.1% | +21.6% | -22.7% | -4.5% |
| 3Y | -10.7% | +111.9% | -122.6% | -22.0% |
| 5Y | -13.5% | +106.9% | -120.4% | -25.1% |
| 10Y | -55.4% | +62.2% | -117.6% | -53.1% |
| All | -55.4% | +61.5% | -117.0% | -53.1% |
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