-10.9%
CTSH vs KHC
-10.4%
-0.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | +12.4% | -1.9% | +14.2% | +12.9% |
| 3M | +17.4% | +14.4% | +3.0% | +13.6% |
| 6M | -3.1% | +8.7% | -11.8% | -5.1% |
| YTD | -23.6% | +7.8% | -31.3% | -25.1% |
| 1Y | -10.8% | -1.5% | -9.3% | -10.7% |
| 3Y | -8.3% | -9.9% | +1.6% | -7.4% |
| All | -10.9% | -10.4% | -0.5% | -9.0% |
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 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