-43.1%
KHC vs CNH
+118.3%
-161.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.4% |
| 7D | -1.8% | +23.3% | -25.0% | -5.7% |
| 30D | -1.9% | +33.5% | -35.3% | -7.4% |
| 3M | +14.4% | +32.7% | -18.3% | +7.8% |
| 6M | +8.7% | +22.2% | -13.5% | +3.6% |
| YTD | +7.8% | +57.7% | -49.9% | -2.7% |
| 1Y | -1.5% | +28.0% | -29.5% | -7.5% |
| 3Y | -9.9% | +11.5% | -21.4% | -14.7% |
| 5Y | -10.7% | +11.9% | -22.6% | -18.1% |
| 10Y | -55.7% | +162.8% | -218.5% | -69.3% |
| All | -43.1% | +118.3% | -161.4% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling