-4.1%
CMG vs KHC
-13.3%
+9.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | 0.0% |
| 7D | +2.5% | +2.0% | +0.4% | +2.2% |
| 30D | +15.6% | +10.6% | +5.0% | +14.5% |
| 3M | +8.2% | +0.5% | +7.7% | +8.0% |
| 6M | +9.9% | +12.1% | -2.2% | +8.3% |
| YTD | -4.6% | +8.9% | -13.6% | -5.9% |
| 1Y | +12.4% | +7.5% | +4.9% | +11.0% |
| 3Y | -18.0% | -10.7% | -7.2% | -18.8% |
| All | -4.1% | -13.3% | +9.2% | -1.9% |
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