-55.4%
KHC vs CPB
-45.7%
-9.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.7% |
| 7D | -2.2% | -8.2% | +6.0% | +2.2% |
| 30D | -0.1% | -5.6% | +5.5% | +2.9% |
| 3M | +8.3% | +3.0% | +5.4% | +6.5% |
| 6M | +5.0% | -12.7% | +17.7% | +12.1% |
| YTD | +8.0% | -18.0% | +26.0% | +19.0% |
| 1Y | -1.1% | -31.7% | +30.6% | +19.8% |
| 3Y | -10.7% | -41.0% | +30.2% | +15.5% |
| 5Y | -13.5% | -38.4% | +24.9% | +9.3% |
| 10Y | -55.4% | -45.0% | -10.5% | -47.5% |
| All | -55.4% | -45.7% | -9.7% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling