+22.0%
SPGI vs KHC
-10.0%
+32.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.4% |
| 30D | +8.4% | -1.9% | +10.3% | +8.7% |
| 3M | +11.8% | +14.4% | -2.6% | +9.3% |
| 6M | +5.7% | +8.7% | -3.0% | +4.0% |
| YTD | -9.7% | +7.8% | -17.5% | -11.1% |
| 1Y | -12.5% | -1.5% | -10.9% | -12.4% |
| All | +22.0% | -10.0% | +32.1% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling