-43.7%
KHC vs CB
+334.8%
-378.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.1% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | +12.0% | +9.1% | +2.9% | +8.2% |
| 3M | +0.2% | +3.4% | -3.2% | -1.2% |
| 6M | +10.3% | +14.1% | -3.7% | +4.4% |
| YTD | +6.7% | +18.0% | -11.3% | -0.7% |
| 1Y | +10.9% | +30.1% | -19.3% | -1.0% |
| 3Y | -12.6% | +71.8% | -84.4% | -31.2% |
| 5Y | -16.3% | +101.8% | -118.1% | -39.5% |
| 10Y | -53.2% | +252.1% | -305.4% | -76.7% |
| All | -43.7% | +334.8% | -378.4% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling