-16.1%
SPGI vs KHC
-2.0%
-14.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -2.5% | -2.2% | -0.3% | -2.3% |
| 30D | +5.4% | -0.1% | +5.5% | +5.2% |
| 3M | +9.0% | +8.3% | +0.7% | +8.2% |
| 6M | +0.8% | +5.0% | -4.2% | -0.6% |
| YTD | -12.6% | +8.0% | -20.6% | -13.1% |
| 1Y | -16.1% | -1.1% | -15.0% | -18.0% |
| All | -16.1% | -2.0% | -14.2% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling