+187.4%
CEG vs KHC
-10.0%
+197.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +4.7% |
| 7D | +8.0% | -1.8% | +9.8% | +7.6% |
| 30D | +12.9% | -1.9% | +14.8% | +12.4% |
| 3M | +13.2% | +14.4% | -1.2% | +17.6% |
| 6M | -7.0% | +8.7% | -15.7% | -4.4% |
| YTD | -15.0% | +7.8% | -22.8% | -12.7% |
| 1Y | -2.7% | -1.5% | -1.2% | -2.5% |
| All | +187.4% | -10.0% | +197.4% | +173.3% |
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