+518.2%
CEG vs KHC
-16.6%
+534.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.8% | +7.1% | +4.0% |
| 7D | -4.7% | +1.1% | -5.8% | -4.6% |
| 30D | -16.6% | +12.0% | -28.5% | -15.8% |
| 3M | -4.1% | +0.2% | -4.3% | -3.8% |
| 6M | -22.3% | +10.3% | -32.7% | -21.6% |
| YTD | -28.9% | +6.7% | -35.7% | -28.3% |
| 1Y | -28.5% | +10.9% | -39.3% | -27.7% |
| 3Y | +104.3% | -12.6% | +116.9% | +102.8% |
| All | +518.2% | -16.6% | +534.8% | +537.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling