-13.6%
KHC vs SPMO
+145.0%
-158.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.8% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +0.5% | -0.7% | +1.2% | +0.5% |
| 3M | +3.0% | +2.8% | +0.2% | +2.3% |
| 6M | +6.6% | +24.4% | -17.8% | +3.2% |
| YTD | +5.8% | +24.2% | -18.4% | +2.3% |
| 1Y | -2.2% | +24.5% | -26.7% | -5.6% |
| 3Y | -12.5% | +155.6% | -168.1% | -29.7% |
| 5Y | -13.6% | +148.2% | -161.8% | -30.5% |
| All | -13.6% | +145.0% | -158.6% | -30.5% |
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