-49.9%
KHC vs CF
+479.1%
-529.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.6% |
| 7D | +2.0% | +4.8% | -2.7% | +1.4% |
| 30D | +10.6% | +4.7% | +5.9% | +9.8% |
| 3M | +0.5% | +7.4% | -6.9% | -0.6% |
| 6M | +12.1% | +0.6% | +11.5% | +11.5% |
| YTD | +8.9% | +64.1% | -55.2% | -0.6% |
| 1Y | +7.5% | +51.4% | -43.9% | -0.7% |
| 3Y | -10.7% | +67.8% | -78.5% | -20.3% |
| 5Y | -13.2% | +114.1% | -127.3% | -29.4% |
| All | -49.9% | +479.1% | -529.0% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling