+441.1%
CSX vs KHC
-41.6%
+482.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.1% |
| 7D | -3.4% | -1.8% | -1.6% | -2.9% |
| 30D | -3.1% | -1.9% | -1.2% | -2.7% |
| 3M | +7.2% | +14.4% | -7.2% | +2.1% |
| 6M | +16.2% | +8.7% | +7.4% | +12.2% |
| YTD | +37.5% | +7.8% | +29.8% | +32.9% |
| 1Y | +53.2% | -1.5% | +54.7% | +52.1% |
| 3Y | +68.2% | -9.9% | +78.1% | +69.4% |
| 5Y | +65.2% | -10.7% | +76.0% | +65.1% |
| 10Y | +504.1% | -55.7% | +559.8% | +559.8% |
| All | +441.1% | -41.6% | +482.7% | +411.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling