-10.3%
KHC vs CG
+10.1%
-20.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | -1.8% | -4.3% | +2.6% | -1.5% |
| 30D | -1.9% | -5.1% | +3.2% | -1.6% |
| 3M | +14.4% | +8.7% | +5.7% | +13.9% |
| 6M | +8.7% | -9.2% | +18.0% | +9.1% |
| YTD | +7.8% | -18.9% | +26.6% | +8.7% |
| 1Y | -1.5% | -25.6% | +24.1% | -0.2% |
| 3Y | -9.9% | +57.3% | -67.1% | -13.8% |
| All | -10.3% | +10.1% | -20.4% | -13.7% |
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