-49.9%
KHC vs SPMO
+460.5%
-510.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.0% |
| 7D | +2.0% | +6.3% | -4.3% | +0.1% |
| 30D | +10.6% | -8.9% | +19.5% | +13.4% |
| 3M | +0.5% | -13.2% | +13.7% | +4.5% |
| 6M | +12.1% | -9.3% | +21.3% | +13.2% |
| YTD | +8.9% | +11.6% | -2.6% | +0.9% |
| 1Y | +7.5% | +13.4% | -5.9% | -1.1% |
| 3Y | -10.7% | +122.9% | -133.6% | -42.2% |
| 5Y | -13.2% | +113.9% | -127.1% | -43.1% |
| All | -49.9% | +460.5% | -510.4% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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