-13.6%
KHC vs CRH
+70.5%
-84.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.8% |
| 7D | -1.0% | -6.1% | +5.1% | -0.4% |
| 30D | +1.9% | -9.3% | +11.2% | +2.8% |
| 3M | +3.2% | -15.2% | +18.4% | +4.6% |
| 6M | +10.0% | -14.2% | +24.2% | +11.1% |
| YTD | +6.7% | -28.3% | +34.9% | +9.4% |
| 1Y | -0.9% | -21.8% | +20.9% | +0.9% |
| 3Y | -13.6% | +71.6% | -85.2% | -17.8% |
| All | -13.6% | +70.5% | -84.0% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling