-52.3%
KHC vs CHD
+196.6%
-248.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +8.1% | +12.2% | -4.1% | +2.9% |
| 3M | 0.0% | +9.3% | -9.3% | -3.8% |
| 6M | +7.9% | +24.3% | -16.3% | -1.8% |
| YTD | +5.3% | +34.9% | -29.6% | -7.5% |
| 1Y | +5.1% | +32.7% | -27.6% | -7.1% |
| 3Y | -12.8% | +29.4% | -42.2% | -22.7% |
| 5Y | -16.2% | +31.7% | -47.9% | -27.2% |
| 10Y | -52.3% | +191.7% | -243.9% | -71.1% |
| All | -52.3% | +196.6% | -248.8% | -71.1% |
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