+166.0%
CVX vs KHC
-10.2%
+176.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -0.6% | -2.2% | +1.6% | -0.2% |
| 30D | +13.4% | -0.1% | +13.5% | +13.4% |
| 3M | +11.8% | +8.3% | +3.5% | +9.9% |
| 6M | +12.4% | +5.0% | +7.5% | +11.0% |
| YTD | +41.5% | +8.0% | +33.5% | +38.7% |
| 1Y | +41.6% | -1.1% | +42.7% | +41.2% |
| 3Y | +42.2% | -10.7% | +53.0% | +43.5% |
| 5Y | +166.0% | -13.5% | +179.5% | +170.2% |
| All | +166.0% | -10.2% | +176.2% | +170.2% |
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