-14.8%
KHC vs CG
-22.2%
+7.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.8% |
| 7D | +1.1% | -1.2% | +2.3% | +1.2% |
| 30D | +12.0% | +5.0% | +6.9% | +11.6% |
| 3M | +0.2% | -18.2% | +18.4% | +1.2% |
| 6M | +10.3% | -20.7% | +31.1% | +11.6% |
| YTD | +6.7% | -31.4% | +38.2% | +8.6% |
| 1Y | +10.9% | -22.3% | +33.1% | +11.8% |
| 3Y | -12.6% | +50.2% | -62.8% | -16.2% |
| All | -14.8% | -22.2% | +7.3% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling