+312.6%
SPYM vs KHC
-51.7%
+364.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +3.3% | -3.3% | +6.6% | +4.1% |
| 30D | -2.6% | +9.1% | -11.8% | -4.8% |
| 3M | -1.7% | +1.4% | -3.1% | -2.4% |
| 6M | +3.1% | +8.4% | -5.2% | +0.3% |
| YTD | +12.0% | +6.2% | +5.8% | +9.0% |
| 1Y | +12.1% | +5.7% | +6.4% | +9.2% |
| 3Y | +78.5% | -12.0% | +90.6% | +79.8% |
| 5Y | +73.8% | -15.3% | +89.2% | +74.8% |
| All | +312.6% | -51.7% | +364.4% | +298.6% |
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