-54.3%
KHC vs CHD
+123.8%
-178.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -4.8% | -4.2% | -0.6% | -3.0% |
| 30D | +0.3% | -7.6% | +7.9% | +3.7% |
| 3M | +6.7% | -1.6% | +8.3% | +7.4% |
| 6M | +4.2% | -6.3% | +10.5% | +6.9% |
| YTD | +6.7% | +14.6% | -7.9% | +0.5% |
| 1Y | -1.4% | +1.6% | -3.0% | -2.5% |
| 3Y | -11.8% | +3.1% | -14.9% | -14.0% |
| 5Y | -13.4% | +21.1% | -34.4% | -22.0% |
| 10Y | -54.3% | +128.6% | -182.9% | -70.3% |
| All | -54.3% | +123.8% | -178.1% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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