+75.0%
SPY vs KHC
-12.7%
+87.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.5% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | -5.4% | +12.0% | -17.4% | -6.1% |
| 3M | -4.1% | +0.2% | -4.3% | -4.1% |
| 6M | +0.7% | +10.3% | -9.6% | -0.2% |
| YTD | +8.7% | +6.7% | +1.9% | +7.9% |
| 1Y | +10.9% | +10.9% | 0.0% | +9.6% |
| 3Y | +75.0% | -12.6% | +87.6% | +73.8% |
| All | +75.0% | -12.7% | +87.7% | +73.8% |
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 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