-44.5%
KHC vs SPXU
-99.7%
+55.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.5% |
| 7D | -1.1% | +0.5% | -1.6% | -0.8% |
| 30D | +8.8% | +10.9% | -2.1% | +11.3% |
| 3M | -1.2% | +9.6% | -10.8% | +0.9% |
| 6M | +4.6% | -4.7% | +9.3% | +4.2% |
| YTD | +5.1% | -24.6% | +29.7% | +0.3% |
| 1Y | +6.2% | -24.7% | +31.0% | +1.4% |
| 3Y | -12.9% | -80.0% | +67.1% | -35.0% |
| 5Y | -16.8% | -83.5% | +66.7% | -35.0% |
| 10Y | -52.4% | -99.5% | +47.0% | -82.3% |
| All | -44.5% | -99.7% | +55.1% | -81.1% |
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