+414.9%
CSX vs KHC
-50.5%
+465.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.4% |
| 7D | +6.0% | +2.0% | +3.9% | +5.3% |
| 30D | +7.8% | +10.6% | -2.8% | +4.6% |
| 3M | +4.1% | +0.5% | +3.6% | +3.7% |
| 6M | +17.9% | +12.1% | +5.9% | +13.1% |
| YTD | +44.9% | +8.9% | +36.0% | +39.6% |
| 1Y | +51.1% | +7.5% | +43.7% | +46.2% |
| 3Y | +78.3% | -10.7% | +89.0% | +80.2% |
| 5Y | +58.1% | -13.2% | +71.3% | +59.5% |
| All | +414.9% | -50.5% | +465.4% | +401.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling