-44.0%
KHC vs SPYG
+433.4%
-477.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -3.3% | +4.2% | -7.5% | -4.9% |
| 30D | +9.1% | -7.4% | +16.5% | +12.1% |
| 3M | +1.4% | -5.3% | +6.7% | +3.1% |
| 6M | +8.4% | -1.2% | +9.5% | +7.8% |
| YTD | +6.2% | +9.0% | -2.8% | +1.0% |
| 1Y | +5.7% | +8.8% | -3.1% | +0.5% |
| 3Y | -12.0% | +92.8% | -104.8% | -38.5% |
| 5Y | -15.3% | +69.3% | -84.6% | -37.4% |
| 10Y | -51.8% | +398.4% | -450.3% | -85.8% |
| All | -44.0% | +433.4% | -477.4% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling