-52.3%
KHC vs CMS
+137.8%
-190.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -4.6% | -1.1% | -3.5% | -4.1% |
| 30D | +8.1% | +6.6% | +1.5% | +5.0% |
| 3M | 0.0% | +0.8% | -0.8% | -0.4% |
| 6M | +7.9% | -3.3% | +11.3% | +9.6% |
| YTD | +5.3% | +2.7% | +2.5% | +3.6% |
| 1Y | +5.1% | -4.0% | +9.1% | +6.9% |
| 3Y | -12.8% | +37.6% | -50.4% | -25.7% |
| 5Y | -16.2% | +35.4% | -51.7% | -29.1% |
| 10Y | -52.3% | +136.0% | -188.3% | -69.7% |
| All | -52.3% | +137.8% | -190.0% | -69.7% |
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