-43.1%
KHC vs CP
+214.5%
-257.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.8% | -2.7% | +0.9% | -1.0% |
| 30D | -1.9% | +0.2% | -2.0% | -2.0% |
| 3M | +14.4% | +2.6% | +11.8% | +13.4% |
| 6M | +8.7% | +6.0% | +2.8% | +6.6% |
| YTD | +7.8% | +24.9% | -17.2% | +0.5% |
| 1Y | -1.5% | +20.1% | -21.6% | -7.2% |
| 3Y | -9.9% | +16.4% | -26.2% | -15.6% |
| 5Y | -10.7% | +31.7% | -42.5% | -21.2% |
| 10Y | -55.7% | +223.9% | -279.6% | -70.5% |
| All | -43.1% | +214.5% | -257.6% | -62.9% |
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