-43.1%
KHC vs SPY
+348.9%
-392.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -1.9% | +0.1% | -1.9% | -1.9% |
| 3M | +14.4% | +2.0% | +12.4% | +12.8% |
| 6M | +8.7% | +13.0% | -4.3% | +0.6% |
| YTD | +7.8% | +13.5% | -5.8% | -0.8% |
| 1Y | -1.5% | +20.0% | -21.5% | -12.6% |
| 3Y | -9.9% | +77.2% | -87.0% | -39.3% |
| 5Y | -10.7% | +81.9% | -92.6% | -42.3% |
| 10Y | -55.7% | +314.1% | -369.8% | -86.5% |
| All | -43.1% | +348.9% | -392.1% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling