-43.7%
KHC vs CP
+217.1%
-260.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | +1.1% | +2.8% | -1.7% | +0.3% |
| 30D | +12.0% | +10.2% | +1.8% | +8.9% |
| 3M | +0.2% | +2.4% | -2.2% | -0.6% |
| 6M | +10.3% | +7.7% | +2.7% | +7.9% |
| YTD | +6.7% | +26.0% | -19.3% | -0.7% |
| 1Y | +10.9% | +34.6% | -23.8% | +1.1% |
| 3Y | -12.6% | +26.7% | -39.3% | -20.2% |
| 5Y | -16.3% | +24.9% | -41.2% | -24.6% |
| 10Y | -53.2% | +258.6% | -311.8% | -69.5% |
| All | -43.7% | +217.1% | -260.8% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling