-16.8%
KHC vs CHD
+31.9%
-48.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -1.1% | +2.4% | -3.5% | -2.2% |
| 30D | +8.8% | +13.9% | -5.1% | +2.7% |
| 3M | -1.2% | +8.5% | -9.7% | -4.8% |
| 6M | +4.6% | +20.4% | -15.7% | -3.7% |
| YTD | +5.1% | +34.5% | -29.4% | -7.9% |
| 1Y | +6.2% | +33.8% | -27.5% | -6.8% |
| 3Y | -12.9% | +29.1% | -42.0% | -22.9% |
| 5Y | -16.8% | +31.2% | -48.0% | -27.5% |
| All | -16.8% | +31.9% | -48.7% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling