-52.4%
KHC vs CG
+308.6%
-361.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -1.1% | +2.0% | -3.1% | -1.5% |
| 30D | +8.8% | +8.5% | +0.3% | +7.4% |
| 3M | -1.2% | -12.1% | +10.9% | +0.5% |
| 6M | +4.6% | -16.4% | +21.1% | +7.0% |
| YTD | +5.1% | -28.0% | +33.1% | +9.3% |
| 1Y | +6.2% | -18.9% | +25.1% | +8.2% |
| 3Y | -12.9% | +51.2% | -64.1% | -22.9% |
| 5Y | -16.8% | -15.9% | -0.9% | -18.8% |
| 10Y | -52.4% | +305.9% | -358.4% | -66.9% |
| All | -52.4% | +308.6% | -361.0% | -66.9% |
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