-19.2%
KHC vs CAVA
+43.2%
-62.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -2.2% | -1.5% | -0.7% | -2.2% |
| 30D | -0.1% | -3.7% | +3.6% | 0.0% |
| 3M | +8.3% | -18.3% | +26.7% | +8.8% |
| 6M | +5.0% | -23.5% | +28.4% | +5.4% |
| YTD | +8.0% | +2.5% | +5.5% | +8.2% |
| 1Y | -1.1% | -8.0% | +6.9% | -1.1% |
| 3Y | -10.7% | +53.5% | -64.2% | -13.1% |
| All | -19.2% | +43.2% | -62.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 all: compounded portfolio wealth divided by compounded CAVA 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…
all analysis · Full analysis span regression · 6 months rolling