+11.7%
SPGI vs KHC
-16.5%
+28.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.4% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | +18.4% | +12.0% | +6.4% | +15.7% |
| 3M | +15.7% | +0.2% | +15.5% | +15.4% |
| 6M | +17.3% | +10.3% | +6.9% | +14.7% |
| YTD | -4.7% | +6.7% | -11.5% | -6.5% |
| 1Y | +1.8% | +10.9% | -9.0% | -1.0% |
| 3Y | +31.7% | -12.6% | +44.3% | +33.1% |
| All | +11.7% | -16.5% | +28.3% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling