+1,110.7%
CAT vs KHC
-55.5%
+1,166.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +1.7% | -1.8% | +3.5% | +2.1% |
| 30D | -6.6% | -1.9% | -4.7% | -6.3% |
| 3M | -13.3% | +14.4% | -27.7% | -17.2% |
| 6M | +11.6% | +8.7% | +2.9% | +7.7% |
| YTD | +42.9% | +7.8% | +35.2% | +37.9% |
| 1Y | +95.4% | -1.5% | +97.0% | +93.1% |
| 3Y | +196.6% | -9.9% | +206.4% | +196.3% |
| 5Y | +321.7% | -10.7% | +332.4% | +316.6% |
| All | +1,110.7% | -55.5% | +1,166.2% | +1,108.9% |
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