-54.1%
KHC vs CNH
+134.0%
-188.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.9% | -11.7% | -2.8% |
| 7D | -2.0% | +8.6% | -10.6% | -3.7% |
| 30D | +9.7% | +12.6% | -2.9% | +7.1% |
| 3M | -2.0% | +17.5% | -19.5% | -5.7% |
| 6M | +5.4% | +18.1% | -12.7% | +1.0% |
| YTD | +5.9% | +40.4% | -34.5% | -2.7% |
| 1Y | +7.5% | +34.0% | -26.5% | -0.5% |
| 3Y | -12.4% | +35.3% | -47.7% | -21.0% |
| 5Y | -15.8% | -5.1% | -10.7% | -20.4% |
| 10Y | -54.1% | +124.0% | -178.1% | -64.1% |
| All | -54.1% | +134.0% | -188.0% | -64.1% |
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