-10.3%
KHC vs COR
+184.0%
-194.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -1.8% | +2.8% | -4.5% | -2.4% |
| 30D | -1.9% | +4.5% | -6.4% | -3.0% |
| 3M | +14.4% | +22.7% | -8.3% | +9.0% |
| 6M | +8.7% | -9.7% | +18.5% | +11.2% |
| YTD | +7.8% | -1.4% | +9.2% | +7.1% |
| 1Y | -1.5% | +13.9% | -15.4% | -6.9% |
| 3Y | -9.9% | +94.0% | -103.8% | -31.2% |
| All | -10.3% | +184.0% | -194.3% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling