-14.8%
KHC vs CP
+24.4%
-39.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.4% |
| 7D | +1.1% | +2.8% | -1.7% | +0.5% |
| 30D | +12.0% | +10.2% | +1.8% | +9.7% |
| 3M | +0.2% | +2.4% | -2.2% | -0.4% |
| 6M | +10.3% | +7.7% | +2.7% | +8.5% |
| YTD | +6.7% | +26.0% | -19.3% | +1.4% |
| 1Y | +10.9% | +34.6% | -23.8% | +3.9% |
| 3Y | -12.6% | +26.7% | -39.3% | -18.2% |
| All | -14.8% | +24.4% | -39.2% | -20.8% |
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