-43.1%
KHC vs CAPR
-80.8%
+37.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | +14.4% | -66.4% | +80.8% | +14.5% |
| 6M | +8.7% | -63.1% | +71.9% | +8.8% |
| YTD | +7.8% | -67.4% | +75.2% | +7.9% |
| 1Y | -1.5% | +58.2% | -59.8% | -3.4% |
| 3Y | -9.9% | +42.2% | -52.1% | -12.5% |
| 5Y | -10.7% | +87.3% | -98.0% | -13.9% |
| 10Y | -55.7% | -75.3% | +19.6% | -58.5% |
| All | -43.1% | -80.8% | +37.7% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling