-55.4%
KHC vs COR
+397.4%
-452.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | -2.2% | -1.9% | -0.3% | -1.7% |
| 30D | -0.1% | +1.5% | -1.6% | -0.7% |
| 3M | +8.3% | +18.7% | -10.4% | +2.8% |
| 6M | +5.0% | -9.0% | +14.0% | +6.9% |
| YTD | +8.0% | -3.3% | +11.3% | +7.5% |
| 1Y | -1.1% | +9.8% | -10.9% | -5.7% |
| 3Y | -10.7% | +87.4% | -98.1% | -29.5% |
| 5Y | -13.5% | +180.5% | -194.0% | -40.7% |
| 10Y | -55.4% | +398.1% | -453.5% | -71.7% |
| All | -55.4% | +397.4% | -452.8% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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