-12.6%
KHC vs CF
+57.7%
-70.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.8% |
| 7D | +1.1% | -3.2% | +4.3% | +1.2% |
| 30D | +12.0% | +4.3% | +7.6% | +11.9% |
| 3M | +0.2% | +2.8% | -2.6% | +0.2% |
| 6M | +10.3% | +0.6% | +9.7% | +10.4% |
| YTD | +6.7% | +56.6% | -49.9% | +3.2% |
| 1Y | +10.9% | +49.6% | -38.8% | +7.5% |
| 3Y | -12.6% | +61.5% | -74.1% | -17.2% |
| All | -12.6% | +57.7% | -70.4% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling