-10.7%
KHC vs CHD
+4.0%
-14.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.1% |
| 7D | -2.2% | -2.9% | +0.7% | -0.9% |
| 30D | -0.1% | -6.2% | +6.1% | +2.8% |
| 3M | +8.3% | +1.6% | +6.8% | +7.6% |
| 6M | +5.0% | -3.5% | +8.5% | +6.4% |
| YTD | +8.0% | +16.2% | -8.2% | +1.3% |
| 1Y | -1.1% | +3.4% | -4.5% | -2.6% |
| 3Y | -10.7% | +4.6% | -15.3% | -13.4% |
| All | -10.7% | +4.0% | -14.7% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling