+322.0%
CMG vs KHC
-54.1%
+376.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | +10.9% | +1.9% | +9.0% | +10.6% |
| 3M | +15.8% | +3.2% | +12.6% | +15.1% |
| 6M | +6.9% | +10.0% | -3.0% | +5.4% |
| YTD | -2.2% | +6.7% | -8.9% | -3.4% |
| 1Y | -7.1% | -0.9% | -6.2% | -7.4% |
| 3Y | -7.1% | -13.6% | +6.4% | -6.6% |
| 5Y | -4.8% | -12.8% | +8.1% | -5.1% |
| All | +322.0% | -54.1% | +376.1% | +308.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling