-55.6%
KHC vs CGNX
+193.6%
-249.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.4% |
| 7D | -1.0% | +3.2% | -4.2% | -1.4% |
| 30D | +1.9% | +6.0% | -4.1% | +1.1% |
| 3M | +3.2% | +3.5% | -0.3% | +2.2% |
| 6M | +10.0% | +26.3% | -16.3% | +5.8% |
| YTD | +6.7% | +79.2% | -72.5% | -3.4% |
| 1Y | -0.9% | +43.8% | -44.7% | -7.8% |
| 3Y | -13.6% | +52.0% | -65.5% | -22.7% |
| 5Y | -12.8% | -24.0% | +11.2% | -12.5% |
| All | -55.6% | +193.6% | -249.2% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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