+204.9%
CVX vs KHC
-52.1%
+257.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.7% | -4.6% | +2.9% | -0.3% |
| 30D | -0.8% | +8.1% | -8.9% | -3.4% |
| 3M | +9.4% | 0.0% | +9.4% | +9.0% |
| 6M | +17.5% | +7.9% | +9.6% | +13.6% |
| YTD | +43.8% | +5.3% | +38.6% | +39.4% |
| 1Y | +41.9% | +5.1% | +36.8% | +37.5% |
| 3Y | +69.1% | -12.8% | +81.9% | +71.7% |
| 5Y | +128.3% | -16.2% | +144.5% | +130.3% |
| 10Y | +204.9% | -52.3% | +257.2% | +177.1% |
| All | +204.9% | -52.1% | +257.1% | +177.1% |
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