-43.1%
KHC vs CAG
-31.7%
-11.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | -1.8% | -3.8% | +2.0% | +0.2% |
| 30D | -1.9% | +3.1% | -5.0% | -3.3% |
| 3M | +14.4% | +23.5% | -9.1% | +3.2% |
| 6M | +8.7% | -14.8% | +23.6% | +17.1% |
| YTD | +7.8% | -5.4% | +13.2% | +10.1% |
| 1Y | -1.5% | -11.8% | +10.3% | +3.9% |
| 3Y | -9.9% | -36.7% | +26.8% | +10.6% |
| 5Y | -10.7% | -40.3% | +29.5% | +12.4% |
| 10Y | -55.7% | -37.0% | -18.7% | -47.2% |
| All | -43.1% | -31.7% | -11.4% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling