-10.3%
KHC vs CF
+227.0%
-237.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.6% |
| 7D | -1.8% | +6.0% | -7.8% | -1.9% |
| 30D | -1.9% | +14.8% | -16.7% | -2.3% |
| 3M | +14.4% | +14.1% | +0.3% | +13.9% |
| 6M | +8.7% | +28.5% | -19.8% | +7.2% |
| YTD | +7.8% | +74.9% | -67.2% | +4.4% |
| 1Y | -1.5% | +61.7% | -63.2% | -4.3% |
| 3Y | -9.9% | +80.3% | -90.2% | -13.6% |
| All | -10.3% | +227.0% | -237.3% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling