-14.8%
KHC vs CB
+101.1%
-116.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.2% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | +12.0% | +9.1% | +2.9% | +9.0% |
| 3M | +0.2% | +3.4% | -3.2% | -0.9% |
| 6M | +10.3% | +14.1% | -3.7% | +5.7% |
| YTD | +6.7% | +18.0% | -11.3% | +0.8% |
| 1Y | +10.9% | +30.1% | -19.3% | +1.3% |
| 3Y | -12.6% | +71.8% | -84.4% | -27.3% |
| All | -14.8% | +101.1% | -116.0% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling