-11.8%
KHC vs CART
+37.6%
-49.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.8% |
| 3M | 0.0% | +27.4% | -27.5% | -1.1% |
| 6M | +16.2% | +32.1% | -15.9% | +14.8% |
| YTD | +9.8% | +28.5% | -18.7% | +8.4% |
| 1Y | +12.1% | +58.8% | -46.7% | +9.6% |
| 3Y | -10.1% | +114.8% | -124.8% | -15.5% |
| All | -11.8% | +37.6% | -49.4% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling