-43.7%
KHC vs CMS
+196.2%
-239.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.8% |
| 7D | +1.1% | -1.3% | +2.4% | +1.8% |
| 30D | +12.0% | +6.3% | +5.6% | +8.8% |
| 3M | +0.2% | -2.1% | +2.2% | +1.2% |
| 6M | +10.3% | -5.1% | +15.4% | +13.1% |
| YTD | +6.7% | +1.3% | +5.5% | +5.8% |
| 1Y | +10.9% | -1.4% | +12.2% | +11.3% |
| 3Y | -12.6% | +36.9% | -49.6% | -25.6% |
| 5Y | -16.3% | +32.5% | -48.8% | -28.6% |
| 10Y | -53.2% | +126.8% | -180.0% | -70.4% |
| All | -43.7% | +196.2% | -239.8% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling