-42.1%
KHC vs CF
+152.9%
-195.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.6% | -1.2% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | +14.9% | +2.2% | +12.7% | +14.5% |
| 3M | 0.0% | +2.1% | -2.1% | -0.5% |
| 6M | +16.2% | -6.5% | +22.7% | +16.5% |
| YTD | +9.8% | +55.6% | -45.7% | +2.0% |
| 1Y | +12.1% | +42.3% | -30.2% | +5.3% |
| 3Y | -10.1% | +55.7% | -65.8% | -17.8% |
| 5Y | -13.9% | +122.4% | -136.3% | -28.2% |
| 10Y | -51.9% | +568.5% | -620.4% | -66.6% |
| All | -42.1% | +152.9% | -195.0% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling