+158.3%
CAT vs KHC
-9.8%
+168.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.6% |
| 7D | +7.4% | +2.0% | +5.4% | +7.6% |
| 30D | -19.7% | +10.6% | -30.3% | -19.0% |
| 3M | -29.6% | +0.5% | -30.1% | -29.3% |
| 6M | -33.2% | +12.1% | -45.3% | -33.2% |
| YTD | +5.7% | +8.9% | -3.2% | +5.9% |
| 1Y | +9.3% | +7.5% | +1.9% | +9.7% |
| 3Y | +158.3% | -10.7% | +169.1% | +175.4% |
| All | +158.3% | -9.8% | +168.1% | +175.4% |
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