+19.3%
CTSH vs KHC
-41.6%
+60.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% |
| 3M | +17.4% | +14.4% | +3.0% | +12.4% |
| 6M | -3.1% | +8.7% | -11.8% | -5.8% |
| YTD | -23.6% | +7.8% | -31.3% | -25.7% |
| 1Y | -10.8% | -1.5% | -9.3% | -10.9% |
| 3Y | -8.3% | -9.9% | +1.6% | -7.1% |
| 5Y | -11.3% | -10.7% | -0.6% | -11.0% |
| 10Y | +22.6% | -55.7% | +78.3% | +39.0% |
| All | +19.3% | -41.6% | +60.9% | +15.6% |
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