+54.1%
CSX vs KHC
-16.9%
+71.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +0.7% | -1.1% | +1.9% | +1.0% |
| 30D | +8.1% | +8.8% | -0.8% | +5.9% |
| 3M | +2.2% | -1.2% | +3.4% | +2.3% |
| 6M | +14.6% | +4.6% | +10.0% | +12.5% |
| YTD | +42.2% | +5.1% | +37.1% | +38.9% |
| 1Y | +47.3% | +6.2% | +41.1% | +43.4% |
| 3Y | +73.5% | -12.9% | +86.4% | +75.8% |
| 5Y | +54.1% | -16.8% | +70.9% | +59.9% |
| All | +54.1% | -16.9% | +71.0% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling