-43.7%
KHC vs CPB
-28.7%
-15.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.1% |
| 7D | +1.1% | +8.0% | -6.9% | -3.0% |
| 30D | +12.0% | +22.4% | -10.4% | +0.4% |
| 3M | +0.2% | +2.5% | -2.4% | -1.6% |
| 6M | +10.3% | +12.2% | -1.9% | +3.1% |
| YTD | +6.7% | -12.8% | +19.6% | +13.6% |
| 1Y | +10.9% | -19.2% | +30.0% | +22.6% |
| 3Y | -12.6% | -35.6% | +22.9% | +7.9% |
| 5Y | -16.3% | -31.4% | +15.1% | 0.0% |
| 10Y | -53.2% | -37.9% | -15.3% | -44.9% |
| All | -43.7% | -28.7% | -15.0% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling