-54.1%
KHC vs CAPR
-64.9%
+10.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.4% | -10.2% | -0.8% |
| 7D | -2.0% | +36.0% | -38.1% | -2.2% |
| 30D | +9.7% | +25.8% | -16.1% | +9.5% |
| 3M | -2.0% | +140.8% | -142.8% | -2.5% |
| 6M | +5.4% | -67.6% | +73.0% | +5.5% |
| YTD | +5.9% | -65.9% | +71.8% | +5.9% |
| 1Y | +7.5% | +66.1% | -58.6% | +5.4% |
| 3Y | -12.4% | +256.9% | -269.3% | -15.5% |
| 5Y | -15.8% | +172.1% | -187.9% | -19.1% |
| 10Y | -54.1% | -64.7% | +10.6% | -57.3% |
| All | -54.1% | -64.9% | +10.9% | -57.3% |
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