-44.5%
KHC vs SPY
+338.2%
-382.7%
-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% | -0.4% | -0.5% |
| 7D | -1.1% | -0.6% | -0.6% | -0.9% |
| 30D | +8.8% | -3.7% | +12.5% | +11.0% |
| 3M | -1.2% | -2.7% | +1.5% | +0.1% |
| 6M | +4.6% | +2.2% | +2.5% | +2.7% |
| YTD | +5.1% | +10.8% | -5.7% | -2.1% |
| 1Y | +6.2% | +11.2% | -5.0% | -1.4% |
| 3Y | -12.9% | +76.5% | -89.4% | -41.5% |
| 5Y | -16.8% | +72.9% | -89.7% | -44.3% |
| 10Y | -52.4% | +304.8% | -357.3% | -85.3% |
| All | -44.5% | +338.2% | -382.7% | -84.3% |
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