+12.5%
KHC vs CF
+35.9%
-23.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.4% | +8.1% | +3.7% |
| 7D | +6.6% | -6.9% | +13.5% | +6.5% |
| 30D | +16.5% | -3.7% | +20.2% | +16.4% |
| 3M | -3.0% | -5.0% | +2.0% | -2.7% |
| 6M | +17.4% | -10.5% | +27.8% | +17.8% |
| YTD | +10.3% | +46.5% | -36.2% | +1.6% |
| 1Y | +12.5% | +34.8% | -22.4% | +6.5% |
| All | +12.5% | +35.9% | -23.4% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling