-55.4%
KHC vs SPY
+311.3%
-366.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.5% |
| 7D | -2.2% | +0.5% | -2.8% | -2.5% |
| 30D | -0.1% | -0.9% | +0.9% | +0.4% |
| 3M | +8.3% | +3.9% | +4.5% | +5.8% |
| 6M | +5.0% | +14.5% | -9.6% | -3.2% |
| YTD | +8.0% | +12.9% | -4.9% | +0.2% |
| 1Y | -1.1% | +19.4% | -20.5% | -11.4% |
| 3Y | -10.7% | +78.5% | -89.2% | -39.1% |
| 5Y | -13.5% | +81.8% | -95.3% | -43.0% |
| 10Y | -55.4% | +311.5% | -366.9% | -85.7% |
| All | -55.4% | +311.3% | -366.7% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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