-52.3%
KHC vs CP
+251.7%
-304.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.6% | -0.7% | -3.9% | -4.4% |
| 30D | +8.1% | +9.6% | -1.5% | +5.1% |
| 3M | 0.0% | +2.2% | -2.2% | -0.8% |
| 6M | +7.9% | +11.1% | -3.2% | +4.3% |
| YTD | +5.3% | +28.2% | -22.9% | -3.2% |
| 1Y | +5.1% | +32.2% | -27.0% | -4.4% |
| 3Y | -12.8% | +35.5% | -48.3% | -22.8% |
| 5Y | -16.2% | +26.8% | -43.0% | -25.8% |
| 10Y | -52.3% | +256.9% | -309.2% | -69.4% |
| All | -52.3% | +251.7% | -304.0% | -69.4% |
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