-53.7%
KHC vs CG
+342.2%
-395.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | -0.1% | -3.2% | +3.1% | +0.3% |
| 3M | +8.3% | +6.2% | +2.1% | +7.2% |
| 6M | +5.0% | -4.7% | +9.6% | +5.2% |
| YTD | +8.0% | -20.6% | +28.6% | +10.8% |
| 1Y | -1.1% | -26.4% | +25.3% | +2.4% |
| 3Y | -10.7% | +55.4% | -66.1% | -21.0% |
| 5Y | -13.5% | +9.8% | -23.3% | -20.6% |
| All | -53.7% | +342.2% | -395.9% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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