-13.4%
KHC vs CAG
-41.8%
+28.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | -4.8% | -6.6% | +1.8% | -0.7% |
| 30D | +0.3% | +2.3% | -2.0% | -1.1% |
| 3M | +6.7% | +16.3% | -9.6% | -2.9% |
| 6M | +4.2% | -16.0% | +20.2% | +15.3% |
| YTD | +6.7% | -7.7% | +14.4% | +11.0% |
| 1Y | -1.4% | -16.0% | +14.6% | +8.5% |
| 3Y | -11.8% | -37.7% | +25.9% | +15.0% |
| 5Y | -13.4% | -41.2% | +27.9% | +15.6% |
| All | -13.4% | -41.8% | +28.4% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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