+24.0%
CTSH vs KHC
-42.1%
+66.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.8% |
| 7D | -0.6% | +1.1% | -1.7% | -1.0% |
| 30D | +13.4% | +12.0% | +1.4% | +9.3% |
| 3M | +14.4% | +0.2% | +14.3% | +14.3% |
| 6M | +27.7% | +10.3% | +17.4% | +23.8% |
| YTD | -20.6% | +6.7% | -27.3% | -22.6% |
| 1Y | -9.1% | +10.9% | -20.0% | -12.5% |
| 3Y | +3.1% | -12.6% | +15.7% | +5.7% |
| 5Y | -11.8% | -16.3% | +4.5% | -9.3% |
| 10Y | +42.7% | -53.2% | +95.9% | +57.0% |
| All | +24.0% | -42.1% | +66.1% | +20.5% |
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