+783.4%
CAT vs KHC
-42.1%
+825.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.6% |
| 7D | -10.3% | +1.1% | -11.4% | -10.6% |
| 30D | -31.2% | +12.0% | -43.2% | -33.4% |
| 3M | -34.7% | +0.2% | -34.8% | -35.1% |
| 6M | -39.5% | +10.3% | -49.8% | -42.0% |
| YTD | -1.7% | +6.7% | -8.4% | -5.4% |
| 1Y | -1.1% | +10.9% | -12.0% | -6.1% |
| 3Y | +143.9% | -12.6% | +156.5% | +145.2% |
| 5Y | +194.8% | -16.3% | +211.1% | +196.4% |
| 10Y | +739.8% | -53.2% | +793.0% | +781.4% |
| All | +783.4% | -42.1% | +825.6% | +722.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling