-55.4%
KHC vs CNP
+135.4%
-190.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -2.2% | +1.6% | -3.9% | -2.8% |
| 30D | -0.1% | -0.8% | +0.7% | +0.1% |
| 3M | +8.3% | -3.6% | +11.9% | +9.7% |
| 6M | +5.0% | -6.9% | +11.9% | +7.6% |
| YTD | +8.0% | +6.4% | +1.6% | +5.0% |
| 1Y | -1.1% | +9.9% | -11.0% | -5.2% |
| 3Y | -10.7% | +53.1% | -63.8% | -25.8% |
| 5Y | -13.5% | +72.0% | -85.5% | -32.1% |
| 10Y | -55.4% | +131.5% | -186.9% | -71.0% |
| All | -55.4% | +135.4% | -190.8% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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