-55.4%
KHC vs CFG
+313.6%
-369.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -2.2% | +2.7% | -4.9% | -2.7% |
| 30D | -0.1% | -3.7% | +3.6% | +0.5% |
| 3M | +8.3% | +9.5% | -1.1% | +6.5% |
| 6M | +5.0% | +22.2% | -17.3% | +0.9% |
| YTD | +8.0% | +22.3% | -14.3% | +3.5% |
| 1Y | -1.1% | +39.4% | -40.5% | -7.7% |
| 3Y | -10.7% | +188.5% | -199.2% | -29.2% |
| 5Y | -13.5% | +101.5% | -115.1% | -28.1% |
| 10Y | -55.4% | +308.6% | -364.0% | -67.0% |
| All | -55.4% | +313.6% | -369.0% | -67.0% |
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