-15.2%
KHC vs CPNG
-75.9%
+60.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | -1.8% | -7.4% | +5.7% | -1.8% |
| 30D | -1.9% | -4.4% | +2.6% | -1.9% |
| 3M | +14.4% | -7.5% | +21.9% | +14.4% |
| 6M | +8.7% | -19.9% | +28.7% | +8.7% |
| YTD | +7.8% | -35.2% | +43.0% | +7.8% |
| 1Y | -1.5% | -46.8% | +45.3% | -1.5% |
| 3Y | -9.9% | -20.2% | +10.3% | -10.0% |
| 5Y | -10.7% | -48.4% | +37.7% | -12.2% |
| All | -15.2% | -75.9% | +60.8% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling