-55.4%
KHC vs CNH
+152.9%
-208.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +1.2% |
| 7D | -2.2% | +8.8% | -11.0% | -3.9% |
| 30D | -0.1% | +24.7% | -24.7% | -4.5% |
| 3M | +8.3% | +27.3% | -19.0% | +2.9% |
| 6M | +5.0% | +23.2% | -18.2% | -0.2% |
| YTD | +8.0% | +48.9% | -40.9% | -1.5% |
| 1Y | -1.1% | +19.4% | -20.5% | -5.9% |
| 3Y | -10.7% | +7.8% | -18.5% | -15.0% |
| 5Y | -13.5% | +8.7% | -22.2% | -20.6% |
| 10Y | -55.4% | +149.5% | -204.9% | -68.0% |
| All | -55.4% | +152.9% | -208.3% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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