-55.4%
KHC vs CMS
+117.1%
-172.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -2.2% | +1.2% | -3.4% | -2.8% |
| 30D | -0.1% | -3.2% | +3.1% | +1.4% |
| 3M | +8.3% | -2.2% | +10.5% | +9.4% |
| 6M | +5.0% | -9.4% | +14.4% | +9.9% |
| YTD | +8.0% | +0.7% | +7.3% | +7.3% |
| 1Y | -1.1% | +0.4% | -1.5% | -1.8% |
| 3Y | -10.7% | +35.2% | -45.9% | -23.6% |
| 5Y | -13.5% | +24.1% | -37.7% | -23.9% |
| 10Y | -55.4% | +115.8% | -171.2% | -71.3% |
| All | -55.4% | +117.1% | -172.5% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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