-13.6%
KHC vs CARR
+6.4%
-20.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | -2.5% | -4.1% | +1.6% | -2.2% |
| 30D | +0.5% | -11.0% | +11.5% | +1.5% |
| 3M | +3.0% | -16.4% | +19.4% | +4.4% |
| 6M | +6.6% | -2.4% | +9.0% | +6.0% |
| YTD | +5.8% | +8.4% | -2.6% | +3.8% |
| 1Y | -2.2% | -8.0% | +5.8% | -2.3% |
| 3Y | -12.5% | +0.6% | -13.1% | -14.2% |
| 5Y | -13.6% | +7.7% | -21.3% | -17.5% |
| All | -13.6% | +6.4% | -20.0% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling