-43.7%
KHC vs CDW
+427.0%
-470.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | +1.1% | +2.1% | -1.0% | +0.5% |
| 30D | +12.0% | +14.7% | -2.8% | +8.2% |
| 3M | +0.2% | +11.1% | -10.9% | -3.0% |
| 6M | +10.3% | +45.6% | -35.2% | -0.7% |
| YTD | +6.7% | +17.1% | -10.4% | -0.1% |
| 1Y | +10.9% | +13.2% | -2.3% | +4.7% |
| 3Y | -12.6% | -22.2% | +9.6% | -10.8% |
| 5Y | -16.3% | -10.1% | -6.2% | -20.2% |
| 10Y | -53.2% | +307.0% | -360.2% | -74.6% |
| All | -43.7% | +427.0% | -470.7% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling