-2.7%
CEG vs KHC
-3.0%
+0.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +4.5% |
| 7D | +8.0% | -3.3% | +11.3% | +7.5% |
| 30D | +12.9% | -3.4% | +16.4% | +12.3% |
| 3M | +13.2% | +12.6% | +0.6% | +15.3% |
| 6M | -7.0% | +7.0% | -14.0% | -5.6% |
| YTD | -15.0% | +6.1% | -21.1% | -13.4% |
| 1Y | -2.7% | -3.1% | +0.3% | -1.1% |
| All | -2.7% | -3.0% | +0.3% | -1.1% |
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