-54.3%
KHC vs CP
+253.8%
-308.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | +1.1% | +2.8% | -1.7% | +0.3% |
| 30D | +12.0% | +10.2% | +1.8% | +8.7% |
| 3M | +0.2% | +2.4% | -2.2% | -0.6% |
| 6M | +10.3% | +7.7% | +2.7% | +7.7% |
| YTD | +6.7% | +26.0% | -19.3% | -1.3% |
| 1Y | +10.9% | +34.6% | -23.8% | +0.3% |
| 3Y | -12.6% | +26.7% | -39.3% | -20.9% |
| 5Y | -16.3% | +24.9% | -41.2% | -25.5% |
| All | -54.3% | +253.8% | -308.1% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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