-12.4%
KHC vs CPRT
-30.7%
+18.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.1% |
| 7D | -2.0% | +1.6% | -3.7% | -2.4% |
| 30D | +9.7% | +18.8% | -9.1% | +5.7% |
| 3M | -2.0% | +9.4% | -11.4% | -4.5% |
| 6M | +5.4% | -4.4% | +9.8% | +5.1% |
| YTD | +5.9% | -17.1% | +23.0% | +8.0% |
| 1Y | +7.5% | -19.9% | +27.4% | +10.2% |
| 3Y | -12.4% | -30.5% | +18.1% | -6.3% |
| All | -12.4% | -30.7% | +18.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 3y: compounded portfolio wealth divided by compounded CPRT 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…
3y analysis · Full analysis span regression · 6 months rolling