-44.1%
KHC vs COR
+342.9%
-387.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.4% | -1.8% |
| 7D | -2.0% | +2.3% | -4.4% | -2.7% |
| 30D | +9.7% | +6.8% | +2.9% | +7.6% |
| 3M | -2.0% | +8.1% | -10.1% | -4.4% |
| 6M | +5.4% | +33.0% | -27.6% | -3.3% |
| YTD | +5.9% | +3.0% | +2.9% | +3.4% |
| 1Y | +7.5% | -3.4% | +10.9% | +7.0% |
| 3Y | -12.4% | +80.1% | -92.5% | -29.6% |
| 5Y | -15.8% | +194.7% | -210.6% | -42.8% |
| 10Y | -54.1% | +512.3% | -566.3% | -74.8% |
| All | -44.1% | +342.9% | -387.0% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling