-10.7%
CMG vs KHC
-3.0%
-7.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | -2.8% | -3.3% | +0.5% | -2.3% |
| 30D | +7.1% | -3.4% | +10.6% | +7.7% |
| 3M | +31.2% | +12.6% | +18.6% | +26.7% |
| 6M | +0.7% | +7.0% | -6.3% | -2.1% |
| YTD | -0.1% | +6.1% | -6.2% | -2.8% |
| 1Y | -10.7% | -3.1% | -7.7% | -12.0% |
| All | -10.7% | -3.0% | -7.7% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling