+639.7%
CEG vs KHC
-15.6%
+655.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +6.7% | -2.2% | +8.9% | +6.5% |
| 30D | +11.0% | -0.1% | +11.1% | +11.0% |
| 3M | +19.5% | +8.3% | +11.1% | +20.2% |
| 6M | -5.9% | +5.0% | -10.8% | -5.4% |
| YTD | -15.0% | +8.0% | -23.0% | -14.3% |
| 1Y | +0.6% | -1.1% | +1.7% | +1.1% |
| 3Y | +180.6% | -10.7% | +191.3% | +176.9% |
| All | +639.7% | -15.6% | +655.3% | +661.5% |
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