-13.7%
KHC vs CDW
-14.3%
+0.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | -4.6% | +2.6% | -7.2% | -4.9% |
| 30D | +8.1% | +20.4% | -12.3% | +5.9% |
| 3M | 0.0% | +28.5% | -28.4% | -2.8% |
| 6M | +7.9% | +70.6% | -62.7% | +1.7% |
| YTD | +5.3% | +29.1% | -23.8% | +1.3% |
| 1Y | +5.1% | +23.8% | -18.7% | +1.7% |
| All | -13.7% | -14.3% | +0.6% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling