+442.4%
SPGI vs KHC
-42.1%
+484.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.2% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | +18.4% | +12.0% | +6.4% | +14.5% |
| 3M | +15.7% | +0.2% | +15.5% | +15.4% |
| 6M | +17.3% | +10.3% | +6.9% | +13.4% |
| YTD | -4.7% | +6.7% | -11.5% | -7.5% |
| 1Y | +1.8% | +10.9% | -9.0% | -2.3% |
| 3Y | +31.7% | -12.6% | +44.3% | +33.8% |
| 5Y | +12.1% | -16.3% | +28.4% | +13.9% |
| 10Y | +341.9% | -53.2% | +395.2% | +379.9% |
| All | +442.4% | -42.1% | +484.6% | +431.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling