-44.5%
KHC vs CAG
-32.2%
-12.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.4% |
| 7D | -1.1% | +6.6% | -7.8% | -4.3% |
| 30D | +8.8% | +13.9% | -5.1% | +2.0% |
| 3M | -1.2% | +4.0% | -5.2% | -3.3% |
| 6M | +4.6% | +10.0% | -5.3% | -0.4% |
| YTD | +5.1% | -6.1% | +11.3% | +7.6% |
| 1Y | +6.2% | -4.3% | +10.5% | +7.7% |
| 3Y | -12.9% | -34.6% | +21.7% | +5.2% |
| 5Y | -16.8% | -39.4% | +22.7% | +4.1% |
| 10Y | -52.4% | -34.2% | -18.3% | -44.8% |
| All | -44.5% | -32.2% | -12.3% | -36.9% |
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