+201.5%
CAT vs KHC
-10.0%
+211.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +1.7% | -1.8% | +3.5% | +1.7% |
| 30D | -6.6% | -1.9% | -4.7% | -6.5% |
| 3M | -13.3% | +14.4% | -27.7% | -14.2% |
| 6M | +11.6% | +8.7% | +2.9% | +10.9% |
| YTD | +42.9% | +7.8% | +35.2% | +42.2% |
| 1Y | +95.4% | -1.5% | +97.0% | +97.5% |
| All | +201.5% | -10.0% | +211.5% | +196.3% |
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 · 6 months rolling