-15.5%
KHC vs CART
+40.2%
-55.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -4.6% | -0.6% | -4.0% | -4.6% |
| 30D | +8.1% | +23.1% | -15.0% | +7.2% |
| 3M | 0.0% | +19.2% | -19.2% | -0.8% |
| 6M | +7.9% | +45.7% | -37.8% | +6.3% |
| YTD | +5.3% | +30.9% | -25.6% | +3.8% |
| 1Y | +5.1% | +50.2% | -45.1% | +3.0% |
| 3Y | -12.8% | +133.5% | -146.3% | -18.7% |
| All | -15.5% | +40.2% | -55.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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