+22.5%
CTSH vs KHC
-55.7%
+78.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | -5.5% | -2.2% | -3.3% | -4.8% |
| 30D | +4.5% | -0.1% | +4.6% | +4.5% |
| 3M | +13.7% | +8.3% | +5.4% | +11.1% |
| 6M | -8.4% | +5.0% | -13.4% | -9.8% |
| YTD | -26.5% | +8.0% | -34.5% | -28.4% |
| 1Y | -13.9% | -1.1% | -12.8% | -14.1% |
| 3Y | -11.3% | -10.7% | -0.6% | -9.9% |
| 5Y | -14.8% | -13.5% | -1.3% | -13.5% |
| 10Y | +22.5% | -55.4% | +77.9% | +18.0% |
| All | +22.5% | -55.7% | +78.2% | +18.0% |
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 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