-31.9%
CEG vs KHC
+11.6%
-43.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.8% | -10.5% | -6.0% |
| 7D | -4.8% | +6.6% | -11.4% | -3.6% |
| 30D | -8.2% | +16.5% | -24.7% | -6.2% |
| 3M | -7.9% | -3.0% | -4.9% | -7.4% |
| 6M | -23.2% | +17.4% | -40.6% | -21.4% |
| YTD | -30.1% | +10.3% | -40.5% | -27.5% |
| 1Y | -31.9% | +12.5% | -44.4% | -29.4% |
| All | -31.9% | +11.6% | -43.5% | -29.4% |
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 · 6 months rolling