-15.8%
KHC vs CPRT
-14.6%
-1.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.0% |
| 7D | -2.0% | +1.6% | -3.7% | -2.3% |
| 30D | +9.7% | +18.8% | -9.1% | +6.5% |
| 3M | -2.0% | +9.4% | -11.4% | -3.8% |
| 6M | +5.4% | -4.4% | +9.8% | +5.3% |
| YTD | +5.9% | -17.1% | +23.0% | +7.7% |
| 1Y | +7.5% | -19.9% | +27.4% | +9.7% |
| 3Y | -12.4% | -30.5% | +18.1% | -9.1% |
| 5Y | -15.8% | -15.9% | +0.1% | -15.2% |
| All | -15.8% | -14.6% | -1.2% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling