+414.3%
SPGI vs KHC
-41.6%
+455.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.6% |
| 30D | +8.4% | -1.9% | +10.3% | +8.9% |
| 3M | +11.8% | +14.4% | -2.6% | +7.2% |
| 6M | +5.7% | +8.7% | -3.0% | +2.7% |
| YTD | -9.7% | +7.8% | -17.5% | -12.5% |
| 1Y | -12.5% | -1.5% | -10.9% | -12.9% |
| 3Y | +21.8% | -9.9% | +31.7% | +22.6% |
| 5Y | +8.2% | -10.7% | +18.9% | +7.6% |
| 10Y | +309.5% | -55.7% | +365.2% | +357.3% |
| All | +414.3% | -41.6% | +455.8% | +403.3% |
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 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