-44.2%
KHC vs CGNX
+183.2%
-227.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.5% | +1.5% | -4.0% | -2.7% |
| 30D | +0.5% | -1.8% | +2.3% | +0.6% |
| 3M | +3.0% | +5.3% | -2.2% | +1.7% |
| 6M | +6.6% | +22.3% | -15.7% | +2.8% |
| YTD | +5.8% | +72.2% | -66.4% | -4.0% |
| 1Y | -2.2% | +39.8% | -42.1% | -9.0% |
| 3Y | -12.5% | +44.8% | -57.4% | -21.5% |
| 5Y | -13.6% | -27.0% | +13.5% | -13.5% |
| 10Y | -54.7% | +177.7% | -232.4% | -67.9% |
| All | -44.2% | +183.2% | -227.4% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling