-43.1%
KHC vs CMS
+193.1%
-236.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.8% | +0.4% | -2.1% | -1.9% |
| 30D | -1.9% | -3.6% | +1.7% | -0.2% |
| 3M | +14.4% | -1.9% | +16.3% | +15.4% |
| 6M | +8.7% | -11.0% | +19.7% | +14.8% |
| YTD | +7.8% | +0.2% | +7.6% | +7.3% |
| 1Y | -1.5% | -1.3% | -0.2% | -1.4% |
| 3Y | -9.9% | +35.9% | -45.8% | -23.1% |
| 5Y | -10.7% | +23.1% | -33.8% | -21.1% |
| 10Y | -55.7% | +117.9% | -173.6% | -71.4% |
| All | -43.1% | +193.1% | -236.2% | -69.8% |
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