-43.1%
KHC vs CME
+365.6%
-408.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.8% | -1.6% | -0.2% | -1.4% |
| 30D | -1.9% | +6.2% | -8.1% | -3.6% |
| 3M | +14.4% | +10.4% | +4.0% | +10.9% |
| 6M | +8.7% | -9.5% | +18.2% | +11.3% |
| YTD | +7.8% | +6.0% | +1.8% | +5.2% |
| 1Y | -1.5% | +9.3% | -10.8% | -4.9% |
| 3Y | -9.9% | +57.7% | -67.5% | -23.1% |
| 5Y | -10.7% | +77.7% | -88.4% | -27.9% |
| 10Y | -55.7% | +281.2% | -336.9% | -72.7% |
| All | -43.1% | +365.6% | -408.7% | -68.3% |
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