-13.5%
KHC vs CPAY
+48.3%
-61.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -4.8% | -2.5% | -2.3% | -4.5% |
| 30D | +0.3% | +1.3% | -1.0% | +0.1% |
| 3M | +6.7% | +13.5% | -6.8% | +4.9% |
| 6M | +4.2% | +24.7% | -20.6% | +1.0% |
| YTD | +6.7% | +34.9% | -28.2% | +2.0% |
| 1Y | -1.4% | +29.7% | -31.1% | -5.3% |
| All | -13.5% | +48.3% | -61.8% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 3y: compounded portfolio wealth divided by compounded CPAY 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…
3y analysis · Full analysis span regression · 6 months rolling