-9.3%
SSPC vs KHC
+2.4%
-11.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.8% | -11.1% | -11.3% |
| 7D | -13.9% | -2.0% | -11.9% | -12.1% |
| 30D | +14.3% | +9.7% | +4.7% | +13.3% |
| 3M | -35.2% | -2.0% | -33.2% | -37.2% |
| All | -9.3% | +2.4% | -11.7% | -10.3% |
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 · Available span rolling