+7.0%
KHC vs SPG
+32.2%
-25.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.7% |
| 7D | -2.0% | +5.1% | -7.1% | -4.3% |
| 30D | +9.7% | +16.8% | -7.2% | +2.3% |
| 3M | -2.0% | +5.7% | -7.7% | -5.1% |
| 6M | +5.4% | +17.8% | -12.4% | +0.5% |
| YTD | +5.9% | +30.1% | -24.2% | -1.6% |
| All | +7.0% | +32.2% | -25.2% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling