+307.3%
SPY vs KHC
-54.7%
+362.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.5% |
| 7D | +0.1% | -2.0% | +2.1% | +0.5% |
| 30D | -3.3% | +9.7% | -13.0% | -5.6% |
| 3M | -2.4% | -2.0% | -0.4% | -2.3% |
| 6M | +2.6% | +5.4% | -2.9% | +0.5% |
| YTD | +11.2% | +5.9% | +5.3% | +8.4% |
| 1Y | +13.4% | +7.5% | +5.9% | +10.0% |
| 3Y | +79.9% | -12.4% | +92.3% | +81.4% |
| 5Y | +72.2% | -15.8% | +88.0% | +73.5% |
| 10Y | +307.3% | -54.1% | +361.4% | +303.1% |
| All | +307.3% | -54.7% | +362.1% | +303.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling