-55.6%
KHC vs CNQ
+426.2%
-481.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +0.9% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +1.9% | +6.2% | -4.3% | +0.9% |
| 3M | +3.2% | +12.4% | -9.2% | +1.1% |
| 6M | +10.0% | +9.0% | +0.9% | +7.9% |
| YTD | +6.7% | +52.2% | -45.5% | -0.8% |
| 1Y | -0.9% | +65.0% | -65.9% | -9.2% |
| 3Y | -13.6% | +78.8% | -92.4% | -23.0% |
| 5Y | -12.8% | +286.0% | -298.8% | -34.0% |
| All | -55.6% | +426.2% | -481.8% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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