-70.5%
CBRS vs KHC
+12.6%
-83.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.8% | -9.9% | -3.9% |
| 7D | -18.4% | +6.6% | -25.0% | -15.0% |
| 30D | -49.4% | +16.5% | -65.9% | -45.3% |
| 3M | -59.6% | -3.0% | -56.6% | -58.2% |
| All | -70.5% | +12.6% | -83.1% | -73.4% |
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 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 · Available span rolling