-42.5%
KHC vs CPAY
+198.9%
-241.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | +2.0% | +1.6% | +0.5% | +1.7% |
| 30D | +10.6% | +17.6% | -7.0% | +7.0% |
| 3M | +0.5% | +8.7% | -8.2% | -1.3% |
| 6M | +12.1% | +39.5% | -27.5% | +4.5% |
| YTD | +8.9% | +53.6% | -44.7% | -1.3% |
| 1Y | +7.5% | +63.3% | -55.8% | -3.9% |
| 3Y | -10.7% | +101.7% | -112.4% | -25.6% |
| 5Y | -13.2% | +91.4% | -104.5% | -28.2% |
| 10Y | -50.6% | +221.7% | -272.3% | -65.4% |
| All | -42.5% | +198.9% | -241.5% | -58.7% |
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 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