-9.8%
KHC vs CPRT
-25.5%
+15.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.8% | +2.2% | -4.0% | -2.2% |
| 30D | -1.9% | +16.6% | -18.5% | -5.1% |
| 3M | +14.4% | +9.6% | +4.8% | +11.7% |
| 6M | +8.7% | -11.1% | +19.8% | +10.1% |
| YTD | +7.8% | -13.9% | +21.6% | +9.5% |
| 1Y | -1.5% | -32.5% | +31.0% | +4.0% |
| All | -9.8% | -25.5% | +15.8% | -6.5% |
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