+256.0%
CDE vs KHC
-41.4%
+297.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +2.3% | -2.2% | +4.5% | +2.9% |
| 30D | +18.8% | -0.1% | +18.9% | +18.7% |
| 3M | +23.5% | +8.3% | +15.1% | +20.0% |
| 6M | -8.6% | +5.0% | -13.6% | -10.6% |
| YTD | +16.0% | +8.0% | +8.0% | +12.3% |
| 1Y | +42.1% | -1.1% | +43.2% | +40.7% |
| 3Y | +835.9% | -10.7% | +846.6% | +836.0% |
| 5Y | +197.6% | -13.5% | +211.1% | +199.2% |
| 10Y | +39.6% | -55.4% | +95.0% | +51.1% |
| All | +256.0% | -41.4% | +297.4% | +233.7% |
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