-5.7%
CMG vs KHC
-14.2%
+8.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.4% |
| 7D | -6.5% | -4.8% | -1.7% | -6.0% |
| 30D | +12.1% | +0.3% | +11.8% | +12.1% |
| 3M | +20.6% | +6.7% | +13.9% | +19.4% |
| 6M | +2.1% | +4.2% | -2.1% | +1.2% |
| YTD | -2.6% | +6.7% | -9.4% | -3.6% |
| 1Y | -8.7% | -1.4% | -7.3% | -9.2% |
| 3Y | -7.4% | -11.8% | +4.4% | -8.1% |
| 5Y | -5.7% | -13.4% | +7.7% | -5.0% |
| All | -5.7% | -14.2% | +8.5% | -5.0% |
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 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