+204.4%
CMG vs KHC
-41.6%
+245.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -2.8% | -1.8% | -1.1% | -2.6% |
| 30D | +7.1% | -1.9% | +9.0% | +7.4% |
| 3M | +31.2% | +14.4% | +16.8% | +28.5% |
| 6M | +0.7% | +8.7% | -8.0% | -0.7% |
| YTD | -0.1% | +7.8% | -7.9% | -1.5% |
| 1Y | -10.7% | -1.5% | -9.2% | -11.0% |
| 3Y | -4.7% | -9.9% | +5.2% | -4.6% |
| 5Y | -3.8% | -10.7% | +7.0% | -4.4% |
| 10Y | +352.5% | -55.7% | +408.2% | +353.5% |
| All | +204.4% | -41.6% | +245.9% | +198.3% |
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