-10.3%
KHC vs CDW
-19.1%
+8.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.8% | +3.2% | -4.9% | -2.1% |
| 30D | -1.9% | +9.3% | -11.2% | -2.9% |
| 3M | +14.4% | +9.8% | +4.6% | +12.9% |
| 6M | +8.7% | +23.3% | -14.6% | +5.1% |
| YTD | +7.8% | +13.7% | -5.9% | +5.2% |
| 1Y | -1.5% | -6.5% | +5.0% | -1.4% |
| 3Y | -9.9% | -25.2% | +15.4% | -7.9% |
| All | -10.3% | -19.1% | +8.8% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling