-54.1%
KHC vs SPG
+117.3%
-171.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | -2.0% | +5.1% | -7.1% | -2.9% |
| 30D | +9.7% | +16.8% | -7.2% | +6.7% |
| 3M | -2.0% | +5.7% | -7.7% | -3.0% |
| 6M | +5.4% | +17.8% | -12.4% | +2.5% |
| YTD | +5.9% | +30.1% | -24.2% | +1.1% |
| 1Y | +7.5% | +32.8% | -25.3% | +2.2% |
| 3Y | -12.4% | +137.2% | -149.6% | -24.8% |
| 5Y | -15.8% | +81.5% | -97.3% | -25.5% |
| 10Y | -54.1% | +116.5% | -170.6% | -57.0% |
| All | -54.1% | +117.3% | -171.4% | -57.0% |
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