+593.1%
CEG vs KHC
-14.9%
+607.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.5% |
| 7D | +12.1% | +2.0% | +10.1% | +12.3% |
| 30D | +0.2% | +10.6% | -10.4% | +1.1% |
| 3M | +0.7% | +0.5% | +0.2% | +1.1% |
| 6M | +2.2% | +12.1% | -9.8% | +3.4% |
| YTD | -20.3% | +8.9% | -29.2% | -19.4% |
| 1Y | -16.1% | +7.5% | -23.6% | -15.2% |
| 3Y | +134.7% | -10.7% | +145.4% | +133.3% |
| All | +593.1% | -14.9% | +607.9% | +616.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling