+334.3%
SPGI vs KHC
-54.7%
+389.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -0.9% | -2.0% | +1.2% | -0.3% |
| 30D | +15.5% | +9.7% | +5.9% | +12.6% |
| 3M | +15.7% | -2.0% | +17.7% | +16.1% |
| 6M | +19.1% | +5.4% | +13.6% | +16.9% |
| YTD | -4.1% | +5.9% | -10.0% | -6.5% |
| 1Y | +1.2% | +7.5% | -6.3% | -1.8% |
| 3Y | +31.6% | -12.4% | +44.0% | +33.5% |
| 5Y | +12.4% | -15.8% | +28.3% | +14.0% |
| 10Y | +334.3% | -54.1% | +388.4% | +332.7% |
| All | +334.3% | -54.7% | +389.0% | +332.7% |
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