+259.1%
CRM vs KHC
-42.1%
+301.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -5.0% | -4.8% | -0.2% | -3.8% |
| 30D | +23.6% | +0.3% | +23.3% | +23.6% |
| 3M | +39.6% | +6.7% | +32.9% | +37.7% |
| 6M | +23.4% | +4.2% | +19.3% | +22.1% |
| YTD | -7.4% | +6.7% | -14.1% | -9.1% |
| 1Y | -2.3% | -1.4% | -0.9% | -2.4% |
| 3Y | +10.5% | -11.8% | +22.3% | +11.5% |
| 5Y | -4.7% | -13.4% | +8.6% | -4.9% |
| 10Y | +234.7% | -54.3% | +289.0% | +295.8% |
| All | +259.1% | -42.1% | +301.3% | +260.7% |
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