+322.9%
SPYM vs KHC
-55.4%
+378.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.4% | -4.8% | +4.4% | +0.8% |
| 30D | -1.4% | +0.3% | -1.7% | -1.5% |
| 3M | +3.7% | +6.7% | -3.0% | +1.6% |
| 6M | +13.0% | +4.2% | +8.9% | +11.2% |
| YTD | +12.5% | +6.7% | +5.7% | +9.6% |
| 1Y | +18.6% | -1.4% | +20.0% | +17.8% |
| 3Y | +78.0% | -11.8% | +89.8% | +79.3% |
| 5Y | +82.3% | -13.4% | +95.7% | +82.4% |
| 10Y | +322.9% | -54.3% | +377.1% | +313.7% |
| All | +322.9% | -55.4% | +378.3% | +313.7% |
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