+96.3%
CAT vs KHC
-2.0%
+98.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.1% |
| 7D | +5.6% | -2.2% | +7.8% | +4.7% |
| 30D | -2.3% | -0.1% | -2.3% | -2.1% |
| 3M | -10.0% | +8.3% | -18.4% | -6.9% |
| 6M | +21.2% | +5.0% | +16.3% | +24.5% |
| YTD | +44.4% | +8.0% | +36.5% | +49.8% |
| 1Y | +96.3% | -1.1% | +97.4% | +103.7% |
| All | +96.3% | -2.0% | +98.3% | +103.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling