+158.9%
CAT vs KHC
-12.8%
+171.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | -4.6% | +6.3% | +1.3% |
| 30D | -24.6% | +8.1% | -32.7% | -24.2% |
| 3M | -28.5% | 0.0% | -28.5% | -28.3% |
| 6M | -34.8% | +7.9% | -42.7% | -35.0% |
| YTD | +5.9% | +5.3% | +0.6% | +5.8% |
| 1Y | +6.8% | +5.1% | +1.7% | +6.7% |
| All | +158.9% | -12.8% | +171.8% | +175.2% |
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 · 6 months rolling