+295.5%
SPGI vs KHC
-55.7%
+351.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -2.5% | -2.2% | -0.3% | -1.9% |
| 30D | +5.4% | -0.1% | +5.5% | +5.3% |
| 3M | +9.0% | +8.3% | +0.7% | +6.4% |
| 6M | +0.8% | +5.0% | -4.2% | -1.0% |
| YTD | -12.6% | +8.0% | -20.6% | -15.2% |
| 1Y | -16.1% | -1.1% | -15.0% | -16.6% |
| 3Y | +19.0% | -10.7% | +29.7% | +20.1% |
| 5Y | +5.1% | -13.5% | +18.6% | +5.7% |
| 10Y | +295.5% | -55.4% | +350.9% | +306.3% |
| All | +295.5% | -55.7% | +351.1% | +306.3% |
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