+240.0%
SPOT vs KHC
-9.9%
+250.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -2.9% | -2.2% | -0.6% | -2.9% |
| 30D | +8.3% | -0.1% | +8.4% | +8.3% |
| 3M | +5.1% | +8.3% | -3.3% | +5.7% |
| 6M | -6.5% | +5.0% | -11.4% | -6.1% |
| YTD | -9.0% | +8.0% | -17.0% | -8.2% |
| 1Y | -26.4% | -1.1% | -25.3% | -26.7% |
| 3Y | +240.0% | -10.7% | +250.7% | +225.1% |
| All | +240.0% | -9.9% | +250.0% | +225.1% |
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