-0.8%
CRM vs KHC
-13.4%
+12.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.8% |
| 7D | -4.4% | -1.0% | -3.4% | -4.3% |
| 30D | +28.1% | +1.9% | +26.3% | +27.9% |
| 3M | +48.8% | +3.2% | +45.6% | +48.7% |
| 6M | +28.3% | +10.0% | +18.3% | +27.7% |
| YTD | -6.0% | +6.7% | -12.7% | -6.2% |
| 1Y | +1.4% | -0.9% | +2.3% | +1.7% |
| 3Y | +11.8% | -13.6% | +25.4% | +12.2% |
| All | -0.8% | -13.4% | +12.6% | +0.2% |
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 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