+37.8%
CTSH vs KHC
-54.7%
+92.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.5% |
| 7D | -2.3% | -2.0% | -0.2% | -1.6% |
| 30D | +7.4% | +9.7% | -2.2% | +4.4% |
| 3M | +10.9% | -2.0% | +12.9% | +11.6% |
| 6M | +24.7% | +5.4% | +19.2% | +22.8% |
| YTD | -22.0% | +5.9% | -27.9% | -23.6% |
| 1Y | -11.2% | +7.5% | -18.6% | -13.4% |
| 3Y | +3.9% | -12.4% | +16.3% | +6.3% |
| 5Y | -13.9% | -15.8% | +1.9% | -11.8% |
| 10Y | +37.8% | -54.1% | +91.9% | +32.3% |
| All | +37.8% | -54.7% | +92.5% | +32.3% |
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