-43.0%
KHC vs CPAY
+163.3%
-206.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.7% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -0.1% | +3.6% | -3.7% | -0.8% |
| 3M | +8.3% | +16.6% | -8.3% | +4.9% |
| 6M | +5.0% | +29.5% | -24.5% | -0.8% |
| YTD | +8.0% | +35.3% | -27.3% | +0.5% |
| 1Y | -1.1% | +30.6% | -31.7% | -7.5% |
| 3Y | -10.7% | +49.7% | -60.5% | -20.6% |
| 5Y | -13.5% | +54.4% | -67.9% | -25.1% |
| 10Y | -55.4% | +142.8% | -198.2% | -66.6% |
| All | -43.0% | +163.3% | -206.3% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling