-51.2%
KHC vs CHRW
+128.5%
-179.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -3.3% | +4.7% | -8.1% | -4.2% |
| 30D | +9.1% | -2.6% | +11.7% | +9.4% |
| 3M | +1.4% | -8.0% | +9.4% | +2.5% |
| 6M | +8.4% | -19.0% | +27.4% | +11.5% |
| YTD | +6.2% | -15.5% | +21.6% | +7.2% |
| 1Y | +5.7% | -10.8% | +16.5% | +5.4% |
| 3Y | -12.0% | +79.8% | -91.8% | -28.0% |
| 5Y | -15.3% | +59.3% | -74.6% | -30.7% |
| All | -51.2% | +128.5% | -179.7% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling