+412.6%
CSX vs KHC
-54.7%
+467.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +3.0% |
| 7D | -2.2% | -2.0% | -0.2% | -1.6% |
| 30D | +6.8% | +9.7% | -2.8% | +4.0% |
| 3M | +0.7% | -2.0% | +2.7% | +1.1% |
| 6M | +13.3% | +5.4% | +7.8% | +10.7% |
| YTD | +40.5% | +5.9% | +34.6% | +36.6% |
| 1Y | +44.7% | +7.5% | +37.2% | +39.9% |
| 3Y | +74.5% | -12.4% | +86.9% | +77.3% |
| 5Y | +52.0% | -15.8% | +67.8% | +54.8% |
| 10Y | +412.6% | -54.1% | +466.7% | +399.1% |
| All | +412.6% | -54.7% | +467.4% | +399.1% |
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