-12.5%
KHC vs CRBG
+117.3%
-129.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.7% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | +1.9% | +2.6% | -0.7% | +1.6% |
| 3M | +3.2% | +24.0% | -20.8% | +1.1% |
| 6M | +10.0% | +50.5% | -40.5% | +5.6% |
| YTD | +6.7% | +17.1% | -10.4% | +4.7% |
| 1Y | -0.9% | +5.9% | -6.8% | -1.8% |
| 3Y | -13.6% | +122.7% | -136.3% | -22.1% |
| All | -12.5% | +117.3% | -129.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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