-1.3%
KHC vs CNH
+27.6%
-28.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.9% |
| 7D | -1.8% | +23.3% | -25.0% | -3.1% |
| 30D | -1.9% | +33.5% | -35.3% | -3.8% |
| 3M | +14.4% | +32.7% | -18.3% | +12.0% |
| 6M | +8.7% | +22.2% | -13.5% | +6.5% |
| YTD | +7.8% | +57.7% | -49.9% | +5.1% |
| All | -1.3% | +27.6% | -28.9% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling