-44.5%
KHC vs CHD
+217.1%
-261.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 3M | -1.2% | +8.5% | -9.7% | -4.9% |
| 6M | +4.6% | +20.4% | -15.7% | -3.9% |
| YTD | +5.1% | +34.5% | -29.4% | -8.3% |
| 1Y | +6.2% | +33.8% | -27.5% | -7.2% |
| 3Y | -12.9% | +29.1% | -42.0% | -23.4% |
| 5Y | -16.8% | +31.2% | -48.0% | -28.4% |
| 10Y | -52.4% | +193.1% | -245.6% | -74.8% |
| All | -44.5% | +217.1% | -261.6% | -73.2% |
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