-43.1%
KHC vs CNP
+199.0%
-242.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -1.8% | +1.1% | -2.9% | -2.2% |
| 30D | -1.9% | -1.8% | 0.0% | -1.3% |
| 3M | +14.4% | -4.6% | +19.0% | +16.4% |
| 6M | +8.7% | -8.8% | +17.6% | +12.4% |
| YTD | +7.8% | +5.2% | +2.5% | +5.2% |
| 1Y | -1.5% | +8.3% | -9.8% | -5.0% |
| 3Y | -9.9% | +54.9% | -64.7% | -25.5% |
| 5Y | -10.7% | +73.5% | -84.2% | -30.2% |
| 10Y | -55.7% | +139.1% | -194.8% | -71.6% |
| All | -43.1% | +199.0% | -242.2% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling