-12.8%
KHC vs CNC
+3.0%
-15.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -4.8% | -4.9% | +0.1% | -4.4% |
| 30D | +0.3% | -3.8% | +4.1% | +0.6% |
| 3M | +6.7% | -3.2% | +10.0% | +6.9% |
| 6M | +4.2% | +47.9% | -43.7% | +0.3% |
| YTD | +6.7% | +55.7% | -48.9% | +2.1% |
| 1Y | -1.4% | +106.2% | -107.7% | -8.4% |
| 3Y | -11.8% | -2.1% | -9.7% | -13.0% |
| All | -12.8% | +3.0% | -15.8% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling