-10.0%
CRM vs KHC
+11.6%
-21.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.5% | +1.2% |
| 7D | -6.2% | +6.6% | -12.8% | -7.8% |
| 30D | -1.2% | +16.5% | -17.6% | -5.1% |
| 3M | +19.1% | -3.0% | +22.1% | +19.0% |
| 6M | +23.0% | +17.4% | +5.6% | +23.0% |
| YTD | -13.7% | +10.3% | -24.0% | -13.0% |
| 1Y | -10.0% | +12.5% | -22.4% | -11.9% |
| All | -10.0% | +11.6% | -21.6% | -11.9% |
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 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