+56.1%
CDE vs KHC
-54.1%
+110.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | -3.1% | -1.0% | -2.1% | -2.8% |
| 30D | +9.5% | +1.9% | +7.6% | +8.8% |
| 3M | +25.5% | +3.2% | +22.3% | +23.8% |
| 6M | -7.9% | +10.0% | -17.9% | -11.1% |
| YTD | +15.6% | +6.7% | +8.9% | +12.3% |
| 1Y | +34.0% | -0.9% | +34.9% | +32.7% |
| 3Y | +791.9% | -13.6% | +805.5% | +801.0% |
| 5Y | +197.7% | -12.8% | +210.6% | +198.4% |
| All | +56.1% | -54.1% | +110.2% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling