+5.1%
KHC vs CART
+54.8%
-49.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.1% |
| 3M | 0.0% | +19.2% | -19.2% | -0.9% |
| 6M | +7.9% | +45.7% | -37.8% | +6.6% |
| YTD | +5.3% | +30.9% | -25.6% | +2.1% |
| 1Y | +5.1% | +50.2% | -45.1% | +1.8% |
| All | +5.1% | +54.8% | -49.7% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling