+78.5%
SPY vs KHC
-9.9%
+88.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | +0.5% | -2.2% | +2.8% | +0.7% |
| 30D | -0.9% | -0.1% | -0.9% | -1.0% |
| 3M | +3.9% | +8.3% | -4.5% | +3.1% |
| 6M | +14.5% | +5.0% | +9.6% | +13.9% |
| YTD | +12.9% | +8.0% | +4.9% | +12.0% |
| 1Y | +19.4% | -1.1% | +20.5% | +19.6% |
| 3Y | +78.5% | -10.7% | +89.2% | +76.4% |
| All | +78.5% | -9.9% | +88.4% | +76.4% |
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