-55.6%
KHC vs CRH
+253.3%
-308.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.6% |
| 7D | -1.0% | -6.1% | +5.1% | +0.3% |
| 30D | +1.9% | -9.3% | +11.2% | +3.9% |
| 3M | +3.2% | -15.2% | +18.4% | +6.6% |
| 6M | +10.0% | -14.2% | +24.2% | +12.9% |
| YTD | +6.7% | -28.3% | +34.9% | +13.6% |
| 1Y | -0.9% | -21.8% | +20.9% | +3.3% |
| 3Y | -13.6% | +71.6% | -85.2% | -27.6% |
| 5Y | -12.8% | +96.6% | -109.5% | -31.1% |
| All | -55.6% | +253.3% | -308.9% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling