-15.3%
KHC vs CP
+27.5%
-42.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -3.3% | +0.9% | -4.2% | -3.5% |
| 30D | +9.1% | +10.3% | -1.2% | +6.9% |
| 3M | +1.4% | +2.3% | -0.9% | +0.8% |
| 6M | +8.4% | +10.7% | -2.4% | +5.9% |
| YTD | +6.2% | +29.3% | -23.1% | +0.3% |
| 1Y | +5.7% | +31.5% | -25.8% | -0.5% |
| 3Y | -12.0% | +36.7% | -48.8% | -18.9% |
| 5Y | -15.3% | +26.8% | -42.1% | -21.5% |
| All | -15.3% | +27.5% | -42.8% | -21.5% |
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