-54.1%
KHC vs CPB
-39.9%
-14.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -2.0% | +3.3% | -5.3% | -3.7% |
| 30D | +9.7% | +19.0% | -9.3% | 0.0% |
| 3M | -2.0% | +0.4% | -2.5% | -2.6% |
| 6M | +5.4% | +13.0% | -7.5% | -1.7% |
| YTD | +5.9% | -12.7% | +18.6% | +12.6% |
| 1Y | +7.5% | -20.9% | +28.3% | +20.0% |
| 3Y | -12.4% | -35.4% | +23.0% | +7.7% |
| 5Y | -15.8% | -32.3% | +16.4% | +1.1% |
| 10Y | -54.1% | -40.5% | -13.5% | -52.0% |
| All | -54.1% | -39.9% | -14.1% | -52.0% |
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