-13.7%
KHC vs CP
+35.8%
-49.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.9% |
| 3M | 0.0% | +2.2% | -2.2% | -0.6% |
| 6M | +7.9% | +11.1% | -3.2% | +5.3% |
| YTD | +5.3% | +28.2% | -22.9% | -0.5% |
| 1Y | +5.1% | +32.2% | -27.0% | -1.3% |
| All | -13.7% | +35.8% | -49.6% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling