-55.8%
KHC vs CB
+219.1%
-274.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | -1.8% | +0.5% | -2.3% | -2.0% |
| 30D | -1.9% | -3.1% | +1.2% | -0.8% |
| 3M | +14.4% | +9.0% | +5.4% | +10.5% |
| 6M | +8.7% | +2.9% | +5.9% | +7.1% |
| YTD | +7.8% | +10.1% | -2.3% | +3.3% |
| 1Y | -1.5% | +22.8% | -24.3% | -9.8% |
| 3Y | -9.9% | +73.8% | -83.7% | -28.6% |
| 5Y | -10.7% | +99.2% | -109.9% | -34.1% |
| All | -55.8% | +219.1% | -274.9% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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