+134.7%
CEG vs KHC
-9.8%
+144.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | 0.0% |
| 7D | +12.1% | +2.0% | +10.1% | +12.8% |
| 30D | +0.2% | +10.6% | -10.4% | +3.5% |
| 3M | +0.7% | +0.5% | +0.2% | +1.5% |
| 6M | +2.2% | +12.1% | -9.8% | +6.9% |
| YTD | -20.3% | +8.9% | -29.2% | -17.2% |
| 1Y | -16.1% | +7.5% | -23.6% | -13.1% |
| 3Y | +134.7% | -10.7% | +145.4% | +113.3% |
| All | +134.7% | -9.8% | +144.5% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling