-10.3%
KHC vs SPG
+102.5%
-112.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.8% | -2.4% | +0.6% | -1.3% |
| 30D | -1.9% | -6.8% | +5.0% | -0.4% |
| 3M | +14.4% | +2.7% | +11.7% | +14.0% |
| 6M | +8.7% | +5.5% | +3.3% | +7.7% |
| YTD | +7.8% | +15.7% | -7.9% | +4.7% |
| 1Y | -1.5% | +20.9% | -22.4% | -5.1% |
| 3Y | -9.9% | +112.4% | -122.2% | -22.0% |
| All | -10.3% | +102.5% | -112.8% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling