-43.1%
KHC vs CG
+192.4%
-235.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.4% |
| 7D | -1.8% | -4.3% | +2.6% | -1.1% |
| 30D | -1.9% | -5.1% | +3.2% | -1.2% |
| 3M | +14.4% | +8.7% | +5.7% | +12.7% |
| 6M | +8.7% | -9.2% | +18.0% | +9.8% |
| YTD | +7.8% | -18.9% | +26.6% | +10.3% |
| 1Y | -1.5% | -25.6% | +24.1% | +1.9% |
| 3Y | -9.9% | +57.3% | -67.1% | -20.5% |
| 5Y | -10.7% | +10.2% | -20.9% | -18.2% |
| 10Y | -55.7% | +364.2% | -419.9% | -71.8% |
| All | -43.1% | +192.4% | -235.5% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling