-55.6%
KHC vs CAH
+294.8%
-350.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -1.0% | -5.1% | +4.1% | +0.4% |
| 30D | +1.9% | +0.2% | +1.7% | +1.7% |
| 3M | +3.2% | +6.3% | -3.1% | +1.3% |
| 6M | +10.0% | +9.4% | +0.6% | +6.8% |
| YTD | +6.7% | +15.0% | -8.3% | +1.9% |
| 1Y | -0.9% | +55.4% | -56.3% | -13.7% |
| 3Y | -13.6% | +173.8% | -187.4% | -37.6% |
| 5Y | -12.8% | +395.2% | -408.0% | -48.8% |
| All | -55.6% | +294.8% | -350.5% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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