-16.2%
KHC vs SPMO
+117.5%
-133.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.3% | +9.8% | -13.1% | -3.4% |
| 30D | +9.1% | -9.2% | +18.3% | +9.4% |
| 3M | +1.4% | -11.0% | +12.3% | +1.7% |
| 6M | +8.4% | -6.6% | +15.0% | +7.8% |
| YTD | +6.2% | +13.3% | -7.2% | +2.9% |
| 1Y | +5.7% | +12.7% | -7.0% | +2.5% |
| 3Y | -12.0% | +127.5% | -139.5% | -28.9% |
| All | -16.2% | +117.5% | -133.7% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling