-42.5%
KHC vs CNC
+92.5%
-135.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.4% |
| 7D | +2.0% | +2.2% | -0.2% | +1.7% |
| 30D | +10.6% | +1.6% | +9.0% | +10.2% |
| 3M | +0.5% | +7.9% | -7.4% | -0.9% |
| 6M | +12.1% | +21.2% | -9.1% | +8.2% |
| YTD | +8.9% | +73.2% | -64.3% | -1.4% |
| 1Y | +7.5% | +97.5% | -90.0% | -4.8% |
| 3Y | -10.7% | -1.2% | -9.5% | -14.2% |
| 5Y | -13.2% | -6.1% | -7.1% | -16.9% |
| 10Y | -50.6% | +181.3% | -231.9% | -62.5% |
| All | -42.5% | +92.5% | -135.1% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling