-55.4%
KHC vs CHRW
+168.2%
-223.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | -2.2% | +1.9% | -4.1% | -2.6% |
| 30D | -0.1% | +0.9% | -1.0% | -0.3% |
| 3M | +8.3% | -19.9% | +28.2% | +12.5% |
| 6M | +5.0% | -15.8% | +20.8% | +7.5% |
| YTD | +8.0% | -5.6% | +13.6% | +7.2% |
| 1Y | -1.1% | +21.0% | -22.1% | -7.6% |
| 3Y | -10.7% | +86.0% | -96.7% | -26.6% |
| 5Y | -13.5% | +88.6% | -102.2% | -31.9% |
| 10Y | -55.4% | +169.3% | -224.7% | -69.8% |
| All | -55.4% | +168.2% | -223.6% | -69.8% |
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