-44.2%
KHC vs CRH
+318.7%
-362.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -2.5% | -4.8% | +2.2% | -1.5% |
| 30D | +0.5% | -13.1% | +13.6% | +3.7% |
| 3M | +3.0% | -12.0% | +15.0% | +5.8% |
| 6M | +6.6% | -16.9% | +23.5% | +10.5% |
| YTD | +5.8% | -29.0% | +34.8% | +13.4% |
| 1Y | -2.2% | -20.3% | +18.1% | +1.8% |
| 3Y | -12.5% | +69.2% | -81.8% | -27.3% |
| 5Y | -13.6% | +94.6% | -108.2% | -32.6% |
| 10Y | -54.7% | +250.3% | -305.0% | -72.8% |
| All | -44.2% | +318.7% | -362.9% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling