-49.9%
KHC vs CB
+250.2%
-300.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | +2.0% | +2.9% | -0.9% | +0.9% |
| 30D | +10.6% | +7.3% | +3.3% | +7.8% |
| 3M | +0.5% | +9.4% | -8.9% | -2.9% |
| 6M | +12.1% | +19.6% | -7.6% | +4.5% |
| YTD | +8.9% | +21.5% | -12.6% | +0.6% |
| 1Y | +7.5% | +28.0% | -20.5% | -2.8% |
| 3Y | -10.7% | +74.9% | -85.6% | -29.2% |
| 5Y | -13.2% | +108.1% | -121.3% | -36.7% |
| All | -49.9% | +250.2% | -300.1% | -72.2% |
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