-43.0%
KHC vs CAKE
+151.5%
-194.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.2% | -1.1% | -1.1% | -2.0% |
| 30D | -0.1% | +0.4% | -0.5% | -0.3% |
| 3M | +8.3% | +59.9% | -51.6% | +0.5% |
| 6M | +5.0% | +75.1% | -70.1% | -4.2% |
| YTD | +8.0% | +115.0% | -107.0% | -4.8% |
| 1Y | -1.1% | +81.6% | -82.7% | -10.6% |
| 3Y | -10.7% | +279.1% | -289.8% | -29.4% |
| 5Y | -13.5% | +170.6% | -184.2% | -29.9% |
| 10Y | -55.4% | +160.3% | -215.7% | -69.0% |
| All | -43.0% | +151.5% | -194.5% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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