-51.6%
KHC vs CFG
+216.8%
-268.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | -4.6% | -0.8% | -3.8% | -4.5% |
| 30D | +8.1% | +3.1% | +5.0% | +7.5% |
| 3M | 0.0% | -9.7% | +9.7% | +1.9% |
| 6M | +7.9% | +6.7% | +1.2% | +6.4% |
| YTD | +5.3% | +15.2% | -9.9% | +1.9% |
| 1Y | +5.1% | +28.8% | -23.7% | -0.5% |
| 3Y | -12.8% | +190.1% | -202.9% | -31.3% |
| 5Y | -16.2% | +63.4% | -79.6% | -27.2% |
| All | -51.6% | +216.8% | -268.4% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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