+491.9%
SPCX vs KHC
-20.0%
+511.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.6% |
| 7D | +2.8% | -4.6% | +7.4% | +13.4% |
| 30D | -14.5% | +8.1% | -22.6% | -35.5% |
| 3M | +4.8% | 0.0% | +4.8% | -10.1% |
| 6M | +535.8% | +6.5% | +529.3% | +357.9% |
| YTD | +541.5% | +5.3% | +536.2% | +361.9% |
| 1Y | +443.5% | +5.1% | +438.4% | +291.4% |
| All | +491.9% | -20.0% | +511.9% | +329.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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