-1.1%
KHC vs CPB
-31.9%
+30.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.8% |
| 7D | -2.2% | -8.2% | +6.0% | +2.6% |
| 30D | -0.1% | -5.6% | +5.5% | +3.1% |
| 3M | +8.3% | +3.0% | +5.4% | +6.6% |
| 6M | +5.0% | -12.7% | +17.7% | +12.9% |
| YTD | +8.0% | -18.0% | +26.0% | +20.0% |
| 1Y | -1.1% | -31.7% | +30.6% | +21.8% |
| All | -1.1% | -31.9% | +30.8% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling