-44.0%
KHC vs CHD
+217.0%
-261.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -3.3% | +0.4% | -3.7% | -3.5% |
| 30D | +9.1% | +11.6% | -2.4% | +3.9% |
| 3M | +1.4% | +10.7% | -9.3% | -3.3% |
| 6M | +8.4% | +20.2% | -11.9% | -0.4% |
| YTD | +6.2% | +34.5% | -28.3% | -7.4% |
| 1Y | +5.7% | +32.6% | -26.9% | -7.3% |
| 3Y | -12.0% | +29.1% | -41.1% | -22.7% |
| 5Y | -15.3% | +31.5% | -46.9% | -27.2% |
| 10Y | -51.8% | +190.9% | -242.8% | -74.4% |
| All | -44.0% | +217.0% | -261.0% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling