-43.1%
KHC vs CFG
+291.5%
-334.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.8% | +1.5% | -3.3% | -2.1% |
| 30D | -1.9% | -3.8% | +2.0% | -1.2% |
| 3M | +14.4% | +11.5% | +2.9% | +12.0% |
| 6M | +8.7% | +19.2% | -10.5% | +5.0% |
| YTD | +7.8% | +23.7% | -15.9% | +3.1% |
| 1Y | -1.5% | +38.8% | -40.4% | -8.1% |
| 3Y | -9.9% | +178.9% | -188.8% | -28.2% |
| 5Y | -10.7% | +101.8% | -112.5% | -25.9% |
| 10Y | -55.7% | +317.3% | -373.0% | -71.0% |
| All | -43.1% | +291.5% | -334.6% | -61.9% |
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 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