-10.7%
KHC vs CNH
+29.5%
-40.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | +2.0% | +3.0% | -1.0% | +1.6% |
| 30D | +10.6% | -0.6% | +11.2% | +10.5% |
| 3M | +0.5% | +14.6% | -14.1% | -1.4% |
| 6M | +12.1% | +11.8% | +0.3% | +9.9% |
| YTD | +8.9% | +30.4% | -21.5% | +4.3% |
| 1Y | +7.5% | +19.1% | -11.6% | +4.1% |
| 3Y | -10.7% | +30.2% | -40.9% | -11.4% |
| All | -10.7% | +29.5% | -40.2% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling