-55.6%
KHC vs SPMO
+517.6%
-573.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | -1.0% | -0.9% | -0.1% | -0.7% |
| 30D | +1.9% | -1.9% | +3.8% | +2.4% |
| 3M | +3.2% | -1.4% | +4.5% | +2.6% |
| 6M | +10.0% | +25.5% | -15.5% | -1.1% |
| YTD | +6.7% | +24.8% | -18.1% | -4.0% |
| 1Y | -0.9% | +24.5% | -25.4% | -10.9% |
| 3Y | -13.6% | +157.1% | -170.7% | -46.6% |
| 5Y | -12.8% | +149.5% | -162.3% | -46.0% |
| All | -55.6% | +517.6% | -573.2% | -82.0% |
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