-56.0%
KHC vs CNC
+96.8%
-152.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.2% |
| 7D | -2.5% | -3.9% | +1.3% | -2.0% |
| 30D | +0.5% | +0.8% | -0.3% | +0.3% |
| 3M | +3.0% | +0.1% | +2.9% | +2.8% |
| 6M | +6.6% | +79.7% | -73.0% | -3.1% |
| YTD | +5.8% | +58.9% | -53.1% | -2.6% |
| 1Y | -2.2% | +109.1% | -111.4% | -14.5% |
| 3Y | -12.5% | 0.0% | -12.5% | -16.3% |
| 5Y | -13.6% | +9.5% | -23.1% | -20.3% |
| All | -56.0% | +96.8% | -152.8% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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