-14.3%
KHC vs CPNG
-76.1%
+61.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.6% |
| 7D | +2.0% | -6.8% | +8.8% | +2.1% |
| 30D | +10.6% | +5.5% | +5.1% | +10.6% |
| 3M | +0.5% | -6.8% | +7.3% | +0.5% |
| 6M | +12.1% | -4.8% | +16.9% | +12.0% |
| YTD | +8.9% | -35.6% | +44.5% | +8.9% |
| 1Y | +7.5% | -46.8% | +54.2% | +7.5% |
| 3Y | -10.7% | -0.8% | -9.9% | -10.9% |
| 5Y | -13.2% | -42.9% | +29.7% | -14.3% |
| All | -14.3% | -76.1% | +61.8% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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