+598.5%
CEG vs KHC
-17.0%
+615.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.9% |
| 7D | +17.8% | -3.3% | +21.2% | +17.5% |
| 30D | -4.5% | +9.1% | -13.7% | -3.8% |
| 3M | +1.5% | +1.4% | +0.1% | +1.9% |
| 6M | -3.5% | +8.4% | -11.9% | -2.7% |
| YTD | -19.7% | +6.2% | -25.9% | -19.0% |
| 1Y | -19.8% | +5.7% | -25.5% | -19.1% |
| 3Y | +136.4% | -12.0% | +148.5% | +133.7% |
| All | +598.5% | -17.0% | +615.5% | +620.1% |
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 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