+72.2%
CSX vs KHC
-10.0%
+82.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -3.4% | -1.8% | -1.6% | -3.1% |
| 30D | -3.1% | -1.9% | -1.2% | -2.8% |
| 3M | +7.2% | +14.4% | -7.2% | +3.5% |
| 6M | +16.2% | +8.7% | +7.4% | +13.2% |
| YTD | +37.5% | +7.8% | +29.8% | +34.2% |
| 1Y | +53.2% | -1.5% | +54.7% | +52.7% |
| All | +72.2% | -10.0% | +82.3% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling