+427.3%
CSX vs KHC
-53.9%
+481.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.5% |
| 7D | -5.5% | +1.1% | -6.6% | -5.8% |
| 30D | +4.9% | +12.0% | -7.0% | +1.6% |
| 3M | -2.9% | +0.2% | -3.0% | -3.1% |
| 6M | +8.3% | +10.3% | -2.0% | +4.5% |
| YTD | +36.7% | +6.7% | +30.0% | +32.6% |
| 1Y | +41.5% | +10.9% | +30.6% | +35.6% |
| 3Y | +68.6% | -12.6% | +81.3% | +71.5% |
| 5Y | +48.4% | -16.3% | +64.7% | +51.5% |
| All | +427.3% | -53.9% | +481.2% | +394.5% |
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