-43.1%
KHC vs SPG
+108.6%
-151.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +14.4% | +2.7% | +11.7% | +13.9% |
| 6M | +8.7% | +5.5% | +3.3% | +7.6% |
| YTD | +7.8% | +15.7% | -7.9% | +4.8% |
| 1Y | -1.5% | +20.9% | -22.4% | -5.1% |
| 3Y | -9.9% | +112.4% | -122.2% | -22.2% |
| 5Y | -10.7% | +101.4% | -112.1% | -23.3% |
| 10Y | -55.7% | +60.6% | -116.3% | -52.8% |
| All | -43.1% | +108.6% | -151.7% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling