-14.1%
KHC vs CP
+25.5%
-39.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.7% |
| 7D | +2.0% | +2.1% | -0.1% | +1.5% |
| 30D | +10.6% | +9.3% | +1.3% | +8.5% |
| 3M | +0.5% | +0.5% | +0.1% | +0.3% |
| 6M | +12.1% | +10.4% | +1.6% | +9.6% |
| YTD | +8.9% | +28.7% | -19.8% | +3.0% |
| 1Y | +7.5% | +33.2% | -25.7% | +0.9% |
| 3Y | -10.7% | +38.4% | -49.2% | -17.9% |
| All | -14.1% | +25.5% | -39.6% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling