+221.9%
CVX vs KHC
-55.4%
+277.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +1.0% | -4.8% | +5.7% | +2.5% |
| 30D | +10.7% | +0.3% | +10.4% | +10.4% |
| 3M | +15.5% | +6.7% | +8.8% | +12.5% |
| 6M | +14.9% | +4.2% | +10.7% | +12.3% |
| YTD | +44.2% | +6.7% | +37.5% | +39.5% |
| 1Y | +43.5% | -1.4% | +44.9% | +42.3% |
| 3Y | +45.0% | -11.8% | +56.7% | +46.8% |
| 5Y | +172.2% | -13.4% | +185.5% | +171.9% |
| 10Y | +221.9% | -54.3% | +276.2% | +194.4% |
| All | +221.9% | -55.4% | +277.3% | +194.4% |
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