-10.3%
KHC vs CP
+32.0%
-42.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.8% | -2.7% | +0.9% | -1.2% |
| 30D | -1.9% | +0.2% | -2.0% | -2.0% |
| 3M | +14.4% | +2.6% | +11.8% | +13.7% |
| 6M | +8.7% | +6.0% | +2.8% | +7.2% |
| YTD | +7.8% | +24.9% | -17.2% | +2.5% |
| 1Y | -1.5% | +20.1% | -21.6% | -5.6% |
| 3Y | -9.9% | +16.4% | -26.2% | -14.2% |
| All | -10.3% | +32.0% | -42.3% | -19.3% |
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