-55.4%
KHC vs CAPR
-77.1%
+21.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.2% |
| 7D | -2.2% | -9.5% | +7.3% | -2.2% |
| 30D | -0.1% | +121.5% | -121.6% | -0.5% |
| 3M | +8.3% | -65.4% | +73.7% | +8.5% |
| 6M | +5.0% | -67.5% | +72.5% | +5.1% |
| YTD | +8.0% | -68.6% | +76.6% | +8.1% |
| 1Y | -1.1% | +42.7% | -43.8% | -3.0% |
| 3Y | -10.7% | +43.4% | -54.1% | -13.4% |
| 5Y | -13.5% | +86.0% | -99.6% | -16.7% |
| 10Y | -55.4% | -77.4% | +22.0% | -58.1% |
| All | -55.4% | -77.1% | +21.7% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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