-10.7%
KHC vs CNP
+64.0%
-74.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | +2.0% | +1.3% | +0.7% | +1.7% |
| 30D | +10.6% | +3.8% | +6.8% | +9.3% |
| 3M | +0.5% | +2.4% | -1.8% | -0.3% |
| 6M | +12.1% | -1.2% | +13.2% | +12.2% |
| YTD | +8.9% | +9.3% | -0.4% | +5.9% |
| 1Y | +7.5% | +6.4% | +1.1% | +5.3% |
| 3Y | -10.7% | +66.4% | -77.1% | -22.4% |
| All | -10.7% | +64.0% | -74.7% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling