-43.1%
KHC vs CNC
+81.1%
-124.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.5% |
| 7D | -1.8% | +3.5% | -5.3% | -2.3% |
| 30D | -1.9% | +0.1% | -2.0% | -1.9% |
| 3M | +14.4% | +6.9% | +7.5% | +12.9% |
| 6M | +8.7% | +49.0% | -40.3% | +1.3% |
| YTD | +7.8% | +62.9% | -55.1% | -1.3% |
| 1Y | -1.5% | +134.0% | -135.5% | -15.7% |
| 3Y | -9.9% | +9.4% | -19.3% | -15.5% |
| 5Y | -10.7% | +4.1% | -14.9% | -16.7% |
| 10Y | -55.7% | +95.4% | -151.1% | -64.2% |
| All | -43.1% | +81.1% | -124.2% | -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