-44.1%
KHC vs CME
+406.4%
-450.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | -2.0% | -0.6% | -1.5% | -1.9% |
| 30D | +9.7% | +8.5% | +1.1% | +7.2% |
| 3M | -2.0% | +16.0% | -18.1% | -6.2% |
| 6M | +5.4% | +9.3% | -3.9% | +2.3% |
| YTD | +5.9% | +15.3% | -9.4% | +0.9% |
| 1Y | +7.5% | +14.4% | -6.9% | +2.6% |
| 3Y | -12.4% | +59.9% | -72.3% | -25.3% |
| 5Y | -15.8% | +69.4% | -85.3% | -30.5% |
| 10Y | -54.1% | +299.5% | -353.6% | -72.0% |
| All | -44.1% | +406.4% | -450.6% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling