-44.0%
KHC vs SPXU
-99.7%
+55.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +1.1% |
| 7D | -3.3% | -9.4% | +6.0% | -5.1% |
| 30D | +9.1% | +7.4% | +1.7% | +10.9% |
| 3M | +1.4% | +6.2% | -4.8% | +2.9% |
| 6M | +8.4% | -7.2% | +15.6% | +7.3% |
| YTD | +6.2% | -26.8% | +32.9% | +0.7% |
| 1Y | +5.7% | -26.3% | +31.9% | +0.5% |
| 3Y | -12.0% | -80.6% | +68.6% | -34.7% |
| 5Y | -15.3% | -83.6% | +68.2% | -33.8% |
| 10Y | -51.8% | -99.5% | +47.7% | -82.2% |
| All | -44.0% | -99.7% | +55.7% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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