-10.1%
KHC vs CART
+111.7%
-121.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | +5.9% | +1.2% | +4.8% | +5.9% |
| 30D | +14.9% | +27.1% | -12.2% | +14.1% |
| 3M | 0.0% | +27.4% | -27.5% | -0.8% |
| 6M | +16.2% | +32.1% | -15.9% | +15.2% |
| YTD | +9.8% | +28.5% | -18.7% | +8.7% |
| 1Y | +12.1% | +58.8% | -46.7% | +10.4% |
| All | -10.1% | +111.7% | -121.8% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling