-43.7%
KHC vs CFG
+252.6%
-296.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | +12.0% | +1.1% | +10.9% | +11.8% |
| 3M | +0.2% | -12.0% | +12.2% | +2.5% |
| 6M | +10.3% | -2.2% | +12.6% | +10.6% |
| YTD | +6.7% | +11.4% | -4.7% | +4.0% |
| 1Y | +10.9% | +27.8% | -17.0% | +5.2% |
| 3Y | -12.6% | +173.3% | -185.9% | -30.0% |
| 5Y | -16.3% | +62.4% | -78.7% | -27.2% |
| 10Y | -53.2% | +249.6% | -302.8% | -68.3% |
| All | -43.7% | +252.6% | -296.2% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling