+51.9%
KHC vs CARR
+421.5%
-369.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.7% |
| 7D | -1.0% | -3.8% | +2.8% | -0.6% |
| 30D | +1.9% | -8.9% | +10.8% | +3.0% |
| 3M | +3.2% | -17.3% | +20.5% | +5.3% |
| 6M | +10.0% | -1.4% | +11.4% | +9.2% |
| YTD | +6.7% | +10.0% | -3.3% | +4.2% |
| 1Y | -0.9% | -6.4% | +5.5% | -1.1% |
| 3Y | -13.6% | +1.5% | -15.1% | -15.9% |
| 5Y | -12.8% | +9.3% | -22.1% | -17.4% |
| All | +51.9% | +421.5% | -369.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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