-55.4%
KHC vs CME
+282.5%
-337.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -2.2% | -2.9% | +0.7% | -1.5% |
| 30D | -0.1% | +5.5% | -5.6% | -1.6% |
| 3M | +8.3% | +11.0% | -2.6% | +5.0% |
| 6M | +5.0% | -9.7% | +14.7% | +7.4% |
| YTD | +8.0% | +4.9% | +3.1% | +5.8% |
| 1Y | -1.1% | +10.1% | -11.2% | -4.5% |
| 3Y | -10.7% | +53.5% | -64.2% | -22.7% |
| 5Y | -13.5% | +77.2% | -90.7% | -29.5% |
| 10Y | -55.4% | +282.1% | -337.5% | -65.4% |
| All | -55.4% | +282.5% | -337.9% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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