-56.0%
KHC vs SPYG
+420.3%
-476.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.6% |
| 7D | -2.5% | -1.8% | -0.7% | -1.9% |
| 30D | +0.5% | -1.9% | +2.5% | +1.2% |
| 3M | +3.0% | +5.2% | -2.1% | +0.8% |
| 6M | +6.6% | +15.6% | -8.9% | +0.4% |
| YTD | +5.8% | +12.4% | -6.6% | +0.4% |
| 1Y | -2.2% | +17.5% | -19.7% | -9.0% |
| 3Y | -12.5% | +98.1% | -110.6% | -37.4% |
| 5Y | -13.6% | +84.9% | -98.5% | -37.3% |
| All | -56.0% | +420.3% | -476.3% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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