-43.7%
KHC vs CG
+147.1%
-190.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.7% |
| 7D | +1.1% | -1.2% | +2.3% | +1.3% |
| 30D | +12.0% | +5.0% | +6.9% | +11.1% |
| 3M | +0.2% | -18.2% | +18.4% | +3.1% |
| 6M | +10.3% | -20.7% | +31.1% | +13.9% |
| YTD | +6.7% | -31.4% | +38.2% | +12.0% |
| 1Y | +10.9% | -22.3% | +33.1% | +13.8% |
| 3Y | -12.6% | +50.2% | -62.8% | -22.8% |
| 5Y | -16.3% | -22.1% | +5.8% | -17.6% |
| 10Y | -53.2% | +295.5% | -348.8% | -69.5% |
| All | -43.7% | +147.1% | -190.8% | -59.3% |
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