-43.1%
KHC vs CHD
+179.6%
-222.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.8% | -2.7% | +0.9% | -0.5% |
| 30D | -1.9% | -4.6% | +2.7% | +0.2% |
| 3M | +14.4% | +5.0% | +9.4% | +11.8% |
| 6M | +8.7% | -3.2% | +11.9% | +10.1% |
| YTD | +7.8% | +18.6% | -10.9% | -0.5% |
| 1Y | -1.5% | +4.8% | -6.3% | -4.1% |
| 3Y | -9.9% | +6.1% | -16.0% | -13.5% |
| 5Y | -10.7% | +24.0% | -34.7% | -21.3% |
| 10Y | -55.7% | +124.5% | -180.2% | -72.6% |
| All | -43.1% | +179.6% | -222.7% | -70.9% |
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