-10.3%
KHC vs CAPR
+84.7%
-95.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.8% | -2.0% | +0.2% | -1.8% |
| 30D | -1.9% | +139.2% | -141.1% | -2.0% |
| 3M | +14.4% | -66.4% | +80.8% | +14.3% |
| 6M | +8.7% | -63.1% | +71.9% | +8.6% |
| YTD | +7.8% | -67.4% | +75.2% | +7.7% |
| 1Y | -1.5% | +58.2% | -59.8% | -2.3% |
| 3Y | -9.9% | +42.2% | -52.1% | -11.2% |
| All | -10.3% | +84.7% | -95.0% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling