-52.3%
KHC vs CDW
+338.4%
-390.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | -4.6% | +2.6% | -7.2% | -5.2% |
| 30D | +8.1% | +20.4% | -12.3% | +3.6% |
| 3M | 0.0% | +28.5% | -28.4% | -5.8% |
| 6M | +7.9% | +70.6% | -62.7% | -5.4% |
| YTD | +5.3% | +29.1% | -23.8% | -3.0% |
| 1Y | +5.1% | +23.8% | -18.7% | -2.2% |
| 3Y | -12.8% | -14.5% | +1.7% | -12.8% |
| 5Y | -16.2% | -1.6% | -14.6% | -21.3% |
| 10Y | -52.3% | +322.0% | -374.3% | -66.2% |
| All | -52.3% | +338.4% | -390.7% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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