+418.4%
CSX vs KHC
-51.7%
+470.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +3.1% | -3.3% | +6.4% | +4.1% |
| 30D | +9.7% | +9.1% | +0.6% | +6.9% |
| 3M | +4.9% | +1.4% | +3.5% | +4.2% |
| 6M | +18.4% | +8.4% | +10.0% | +14.7% |
| YTD | +45.9% | +6.2% | +39.7% | +41.6% |
| 1Y | +50.0% | +5.7% | +44.3% | +45.7% |
| 3Y | +78.0% | -12.0% | +90.0% | +80.7% |
| 5Y | +59.2% | -15.3% | +74.5% | +61.8% |
| All | +418.4% | -51.7% | +470.1% | +408.6% |
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